+188.4%
ECHO vs RJF
+429.5%
-241.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +1.1% |
| 7D | +2.3% | -4.2% | +6.5% | +4.4% |
| 30D | +4.4% | -3.6% | +8.0% | +6.2% |
| 3M | -20.3% | +15.6% | -35.9% | -26.3% |
| 6M | -15.3% | +17.6% | -32.9% | -22.8% |
| YTD | -15.5% | +9.2% | -24.7% | -20.3% |
| 1Y | +15.0% | +5.5% | +9.5% | +10.0% |
| 3Y | +409.1% | +70.3% | +338.8% | +288.6% |
| 5Y | +260.6% | +106.0% | +154.6% | +145.1% |
| All | +188.4% | +429.5% | -241.1% | +28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 10y: compounded portfolio wealth divided by compounded RJF 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…
10y analysis · Full analysis span regression · 6 months rolling