+251.0%
ECHO vs RJF
+106.2%
+144.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -1.9% |
| 7D | +5.3% | -0.3% | +5.6% | +5.5% |
| 30D | +2.4% | -2.0% | +4.5% | +3.5% |
| 3M | -21.8% | +16.3% | -38.1% | -28.4% |
| 6M | -16.9% | +16.9% | -33.8% | -24.6% |
| YTD | -16.0% | +10.4% | -26.4% | -21.6% |
| 1Y | +9.3% | +7.4% | +1.9% | +3.2% |
| 3Y | +406.2% | +72.2% | +334.0% | +277.4% |
| 5Y | +251.0% | +105.1% | +145.9% | +142.2% |
| All | +251.0% | +106.2% | +144.8% | +142.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling