+424.5%
ECHO vs RJF
+72.0%
+352.5%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.0% | +5.0% | +4.6% |
| 7D | +8.6% | +1.8% | +6.8% | +7.4% |
| 30D | +3.8% | 0.0% | +3.8% | +3.6% |
| 3M | -19.9% | +18.0% | -37.9% | -28.7% |
| 6M | -12.1% | +17.0% | -29.0% | -21.9% |
| YTD | -14.1% | +11.1% | -25.2% | -21.4% |
| 1Y | +15.9% | +8.0% | +7.9% | +7.6% |
| All | +424.5% | +72.0% | +352.5% | +241.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling