+34.2%
ECHO vs ELF
-3.2%
+37.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.9% | -5.2% | -3.4% |
| 7D | +4.6% | -1.5% | +6.1% | +4.7% |
| 30D | +0.4% | +9.5% | -9.1% | -0.3% |
| 3M | +7.7% | +29.4% | -21.7% | +5.2% |
| 6M | -18.0% | +83.7% | -101.8% | -22.0% |
| YTD | -9.3% | +49.4% | -58.7% | -13.2% |
| 1Y | +34.2% | -3.9% | +38.2% | +31.7% |
| All | +34.2% | -3.2% | +37.5% | +31.7% |
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