+144.9%
ECHO vs USFR
+28.6%
+116.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +5.7% | +0.1% | +5.6% | +5.6% |
| 30D | +13.8% | +0.4% | +13.5% | +13.5% |
| 3M | +9.1% | +1.1% | +8.0% | +8.3% |
| 6M | -24.9% | +2.0% | -27.0% | -26.0% |
| YTD | -8.0% | +3.5% | -11.5% | -10.3% |
| 1Y | +42.9% | +4.1% | +38.8% | +38.7% |
| 3Y | +926.7% | +14.4% | +912.3% | +817.4% |
| 5Y | +230.4% | +21.4% | +208.9% | +176.6% |
| All | +144.9% | +28.6% | +116.3% | +97.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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