+144.9%
ECHO vs RJF
+326.9%
-182.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.5% |
| 7D | +5.7% | +3.6% | +2.1% | +4.0% |
| 30D | +13.8% | +7.2% | +6.6% | +9.8% |
| 3M | +9.1% | -6.5% | +15.6% | +12.3% |
| 6M | -24.9% | +10.3% | -35.2% | -29.3% |
| YTD | -8.0% | +6.5% | -14.5% | -12.4% |
| 1Y | +42.9% | +6.1% | +36.8% | +36.4% |
| 3Y | +926.7% | +74.9% | +851.8% | +669.3% |
| 5Y | +230.4% | +81.3% | +149.0% | +137.7% |
| All | +144.9% | +326.9% | -182.0% | +16.9% |
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