+9.3%
ECHO vs ELF
-27.0%
+36.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.1% | +1.8% | -1.9% |
| 7D | +5.3% | -6.8% | +12.1% | +5.9% |
| 30D | +2.4% | +5.1% | -2.6% | +1.9% |
| 3M | -21.8% | +79.8% | -101.6% | -25.4% |
| 6M | -16.9% | +29.7% | -46.6% | -19.3% |
| YTD | -16.0% | +31.6% | -47.6% | -18.8% |
| 1Y | +9.3% | -27.9% | +37.2% | +9.0% |
| All | +9.3% | -27.0% | +36.3% | +9.0% |
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