+33.6%
ECHO vs ELF
-17.5%
+51.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | -0.2% |
| 7D | +3.4% | +5.4% | -1.9% | +2.9% |
| 30D | +2.4% | +27.0% | -24.6% | -0.1% |
| 3M | -28.0% | +113.2% | -141.2% | -32.9% |
| 6M | -21.2% | +36.6% | -57.8% | -24.2% |
| YTD | -17.4% | +44.2% | -61.6% | -21.3% |
| 1Y | +33.6% | -18.0% | +51.6% | +35.1% |
| All | +33.6% | -17.5% | +51.1% | +35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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