+260.6%
ECHO vs ELV
+19.4%
+241.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.9% | -4.4% | 0.0% |
| 7D | +2.3% | +0.4% | +1.9% | +2.2% |
| 30D | +4.4% | +6.7% | -2.3% | +3.6% |
| 3M | -20.3% | +3.0% | -23.3% | -20.7% |
| 6M | -15.3% | +48.0% | -63.3% | -19.5% |
| YTD | -15.5% | +20.0% | -35.5% | -18.0% |
| 1Y | +15.0% | +37.9% | -22.9% | +8.9% |
| 3Y | +409.1% | -2.8% | +412.0% | +406.2% |
| 5Y | +260.6% | +24.8% | +235.8% | +232.1% |
| All | +260.6% | +19.4% | +241.2% | +232.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling