+259.8%
ECHO vs ELAN
-30.9%
+290.7%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | 0.0% | +1.1% |
| 7D | +3.7% | -5.4% | +9.1% | +4.9% |
| 30D | +0.7% | +4.7% | -4.0% | -0.4% |
| 3M | -27.3% | -3.7% | -23.6% | -27.2% |
| 6M | -17.0% | -1.2% | -15.8% | -17.8% |
| YTD | -14.3% | +2.4% | -16.7% | -15.9% |
| 1Y | +20.9% | +23.4% | -2.5% | +13.7% |
| 3Y | +423.0% | +96.7% | +326.3% | +317.7% |
| All | +259.8% | -30.9% | +290.7% | +251.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling