+153.6%
ECHO vs USFD
+369.7%
-216.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.2% | +5.4% | +5.3% |
| 7D | -2.4% | +3.0% | -5.3% | -3.6% |
| 30D | -3.1% | +11.1% | -14.2% | -7.0% |
| 3M | +8.7% | -0.3% | +9.0% | +8.2% |
| 6M | -24.8% | +15.9% | -40.6% | -29.5% |
| YTD | -13.0% | +41.6% | -54.6% | -24.7% |
| 1Y | +33.9% | +49.4% | -15.5% | +13.5% |
| 3Y | +791.8% | +157.8% | +634.0% | +528.2% |
| 5Y | +261.7% | +176.6% | +85.1% | +141.6% |
| All | +153.6% | +369.7% | -216.2% | +32.2% |
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