+192.5%
ECHO vs USFR
+28.1%
+164.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.4% |
| 7D | +3.7% | +0.1% | +3.6% | +3.6% |
| 30D | +0.7% | +0.4% | +0.3% | +0.5% |
| 3M | -27.3% | +1.0% | -28.3% | -27.8% |
| 6M | -17.0% | +2.0% | -19.0% | -18.2% |
| YTD | -14.3% | +2.8% | -17.1% | -16.1% |
| 1Y | +20.9% | +4.1% | +16.8% | +17.2% |
| 3Y | +423.0% | +14.1% | +408.8% | +365.4% |
| 5Y | +265.7% | +20.6% | +245.1% | +206.2% |
| All | +192.5% | +28.1% | +164.3% | +134.5% |
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