+174.5%
ECHO vs ELF
+317.0%
-142.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.1% | +1.8% | -1.7% |
| 7D | +5.3% | -6.8% | +12.1% | +6.4% |
| 30D | +2.4% | +5.1% | -2.6% | +1.5% |
| 3M | -21.8% | +79.8% | -101.6% | -28.6% |
| 6M | -16.9% | +29.7% | -46.6% | -20.9% |
| YTD | -16.0% | +31.6% | -47.6% | -20.8% |
| 1Y | +9.3% | -27.9% | +37.2% | +11.0% |
| 3Y | +406.2% | -26.4% | +432.6% | +389.5% |
| 5Y | +251.0% | +235.6% | +15.3% | +152.4% |
| All | +174.5% | +317.0% | -142.5% | +67.9% |
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