+240.0%
ECHO vs ELV
+486.5%
-246.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.5% |
| 7D | +3.4% | +3.3% | +0.1% | +2.4% |
| 30D | +2.4% | +4.2% | -1.8% | +1.1% |
| 3M | -28.0% | -0.1% | -27.9% | -28.4% |
| 6M | -21.2% | +41.3% | -62.5% | -29.4% |
| YTD | -17.4% | +17.4% | -34.8% | -22.7% |
| 1Y | +33.6% | +35.1% | -1.5% | +19.2% |
| 3Y | +419.7% | -3.2% | +422.9% | +398.5% |
| 5Y | +241.7% | +15.6% | +226.1% | +203.6% |
| 10Y | +180.8% | +276.8% | -96.0% | +57.7% |
| All | +240.0% | +486.5% | -246.5% | +21.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling