+275.3%
ECHO vs ELF
+284.3%
-8.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +2.8% | +4.2% | +6.6% |
| 7D | +3.0% | +7.8% | -4.8% | +2.1% |
| 30D | +6.7% | +9.3% | -2.6% | +5.5% |
| 3M | +12.4% | +21.2% | -8.8% | +9.5% |
| 6M | -20.4% | +96.1% | -116.5% | -27.3% |
| YTD | -6.9% | +57.0% | -63.9% | -13.4% |
| 1Y | +37.7% | +61.9% | -24.1% | +27.3% |
| 3Y | +902.9% | +20.0% | +882.9% | +850.1% |
| 5Y | +275.3% | +284.8% | -9.4% | +183.8% |
| All | +275.3% | +284.3% | -8.9% | +183.8% |
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