+15.0%
ECHO vs USFR
+4.0%
+11.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.7% |
| 7D | +2.3% | +0.1% | +2.2% | +3.0% |
| 30D | +4.4% | +0.3% | +4.1% | +7.9% |
| 3M | -20.3% | +1.0% | -21.3% | -12.1% |
| 6M | -15.3% | +1.9% | -17.3% | -8.4% |
| YTD | -15.5% | +2.7% | -18.2% | -11.4% |
| 1Y | +15.0% | +4.0% | +11.0% | -6.2% |
| All | +15.0% | +4.0% | +11.0% | -6.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling