+169.9%
ECHO vs ELF
+357.0%
-187.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | -0.3% |
| 7D | +3.4% | +5.4% | -1.9% | +2.6% |
| 30D | +2.4% | +27.0% | -24.6% | -1.4% |
| 3M | -28.0% | +113.2% | -141.2% | -35.8% |
| 6M | -21.2% | +36.6% | -57.8% | -25.6% |
| YTD | -17.4% | +44.2% | -61.6% | -23.1% |
| 1Y | +33.6% | -18.0% | +51.6% | +33.2% |
| 3Y | +419.7% | -19.9% | +439.6% | +396.4% |
| 5Y | +241.7% | +257.7% | -16.0% | +143.8% |
| All | +169.9% | +357.0% | -187.0% | +63.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling