+412.7%
ECHO vs ELV
-7.6%
+420.4%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -1.0% | -2.2% |
| 7D | +5.3% | -2.2% | +7.5% | +5.4% |
| 30D | +2.4% | -0.2% | +2.6% | +2.4% |
| 3M | -21.8% | -6.1% | -15.7% | -21.7% |
| 6M | -16.9% | +42.8% | -59.7% | -17.2% |
| YTD | -16.0% | +14.4% | -30.4% | -16.2% |
| 1Y | +9.3% | +28.6% | -19.3% | +8.5% |
| All | +412.7% | -7.6% | +420.4% | +440.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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