+151.3%
ECHO vs ELF
+335.0%
-183.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.8% | -1.9% |
| 7D | +3.6% | +4.3% | -0.6% | +3.1% |
| 30D | +7.5% | +7.7% | -0.3% | +6.3% |
| 3M | +16.2% | +24.7% | -8.5% | +12.1% |
| 6M | -20.9% | +114.6% | -135.5% | -29.9% |
| YTD | -6.0% | +55.8% | -61.8% | -13.6% |
| 1Y | +43.4% | +51.9% | -8.6% | +31.9% |
| 3Y | +924.0% | +24.6% | +899.5% | +818.9% |
| 5Y | +249.6% | +279.2% | -29.6% | +146.7% |
| 10Y | +151.3% | +338.7% | -187.5% | +49.4% |
| All | +151.3% | +335.0% | -183.8% | +49.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling