+159.0%
ECHO vs USFD
+368.6%
-209.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +3.1% | +3.9% | +5.9% |
| 7D | +3.0% | +3.9% | -0.9% | +1.5% |
| 30D | +6.7% | +12.8% | -6.1% | +2.0% |
| 3M | +12.4% | +1.0% | +11.4% | +11.4% |
| 6M | -20.4% | +30.3% | -50.7% | -28.4% |
| YTD | -6.9% | +46.0% | -52.9% | -20.3% |
| 1Y | +37.7% | +49.6% | -11.9% | +16.7% |
| 3Y | +902.9% | +166.3% | +736.6% | +599.3% |
| 5Y | +275.3% | +208.4% | +66.9% | +142.0% |
| 10Y | +159.0% | +371.2% | -212.2% | +33.1% |
| All | +159.0% | +368.6% | -209.6% | +33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 USFD 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