+259.3%
ECHO vs ELF
+239.6%
+19.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -4.9% | +8.9% | +4.6% |
| 7D | +8.6% | -1.2% | +9.7% | +8.7% |
| 30D | +3.8% | +5.9% | -2.2% | +2.8% |
| 3M | -19.9% | +99.5% | -119.4% | -26.8% |
| 6M | -12.1% | +26.5% | -38.6% | -15.4% |
| YTD | -14.1% | +37.2% | -51.2% | -18.6% |
| 1Y | +15.9% | -24.4% | +40.3% | +16.9% |
| 3Y | +417.8% | -23.3% | +441.2% | +414.8% |
| 5Y | +259.3% | +245.2% | +14.1% | +171.1% |
| All | +259.3% | +239.6% | +19.8% | +171.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling