+213.1%
ECHO vs ELF
+393.8%
-180.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.7% | +3.6% | +3.0% |
| 7D | +2.2% | +6.3% | -4.1% | +1.3% |
| 30D | +9.8% | +8.5% | +1.3% | +8.5% |
| 3M | +16.8% | +24.4% | -7.6% | +12.8% |
| 6M | -18.1% | +94.7% | -112.8% | -26.4% |
| YTD | -4.2% | +55.9% | -60.0% | -11.9% |
| 1Y | +41.2% | +48.4% | -7.2% | +30.5% |
| 3Y | +943.7% | +24.6% | +919.1% | +837.1% |
| 5Y | +277.5% | +285.0% | -7.5% | +166.5% |
| 10Y | +159.8% | +357.2% | -197.4% | +54.8% |
| All | +213.1% | +393.8% | -180.7% | +86.6% |
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