+219.4%
ECHO vs USFD
+353.0%
-133.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.1% | +3.0% | +3.0% |
| 7D | +2.2% | +8.4% | -6.2% | -0.7% |
| 30D | +9.8% | +12.7% | -2.9% | +5.0% |
| 3M | +16.8% | +1.1% | +15.7% | +15.8% |
| 6M | -18.1% | +30.2% | -48.2% | -26.2% |
| YTD | -4.2% | +45.8% | -50.0% | -17.9% |
| 1Y | +41.2% | +51.9% | -10.7% | +19.1% |
| 3Y | +943.7% | +158.5% | +785.2% | +635.9% |
| 5Y | +277.5% | +208.0% | +69.5% | +143.8% |
| 10Y | +159.8% | +376.6% | -216.8% | +27.8% |
| All | +219.4% | +353.0% | -133.6% | +58.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling