+902.9%
ECHO vs ELF
+22.3%
+880.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +2.8% | +4.2% | +6.5% |
| 7D | +3.0% | +7.8% | -4.8% | +2.0% |
| 30D | +6.7% | +9.3% | -2.6% | +5.3% |
| 3M | +12.4% | +21.2% | -8.8% | +8.9% |
| 6M | -20.4% | +96.1% | -116.5% | -28.6% |
| YTD | -6.9% | +57.0% | -63.9% | -14.6% |
| 1Y | +37.7% | +61.9% | -24.1% | +25.3% |
| 3Y | +902.9% | +20.0% | +882.9% | +753.7% |
| All | +902.9% | +22.3% | +880.6% | +753.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling