+181.9%
ECHO vs USFD
+322.6%
-140.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | +3.4% | -3.0% | +6.4% | +4.5% |
| 30D | +2.4% | +3.5% | -1.2% | +1.0% |
| 3M | -28.0% | +26.6% | -54.5% | -34.1% |
| 6M | -21.2% | +11.7% | -33.0% | -25.0% |
| YTD | -17.4% | +38.1% | -55.5% | -27.5% |
| 1Y | +33.6% | +33.4% | +0.2% | +18.4% |
| 3Y | +419.7% | +155.8% | +263.9% | +268.5% |
| 5Y | +241.7% | +214.0% | +27.7% | +119.5% |
| All | +181.9% | +322.6% | -140.7% | +48.4% |
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