+33.6%
ECHO vs ELAN
+41.2%
-7.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | +3.4% | +1.6% | +1.8% | +3.0% |
| 30D | +2.4% | -6.6% | +8.9% | +4.0% |
| 3M | -28.0% | -0.8% | -27.1% | -28.3% |
| 6M | -21.2% | +0.2% | -21.5% | -22.0% |
| YTD | -17.4% | +8.3% | -25.7% | -20.8% |
| 1Y | +33.6% | +40.2% | -6.6% | +7.8% |
| All | +33.6% | +41.2% | -7.6% | +7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ELAN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling