+135.9%
ECHO vs ELAN
-27.0%
+162.9%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.5% | -1.8% |
| 7D | +5.3% | -4.6% | +9.9% | +6.5% |
| 30D | +2.4% | +5.7% | -3.3% | +0.8% |
| 3M | -21.8% | -3.9% | -17.9% | -21.6% |
| 6M | -16.9% | -1.6% | -15.3% | -17.9% |
| YTD | -16.0% | +4.1% | -20.1% | -18.2% |
| 1Y | +9.3% | +25.5% | -16.3% | +1.1% |
| 3Y | +406.2% | +103.2% | +303.0% | +286.6% |
| 5Y | +251.0% | -29.8% | +280.7% | +255.0% |
| All | +135.9% | -27.0% | +162.9% | +112.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling