+168.3%
ECHO vs USFR
+28.6%
+139.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | +3.6% | +0.1% | +3.6% | +3.6% |
| 30D | +7.5% | +0.4% | +7.1% | +7.2% |
| 3M | +16.2% | +1.1% | +15.1% | +15.5% |
| 6M | -20.9% | +2.1% | -22.9% | -21.8% |
| YTD | -6.0% | +3.4% | -9.4% | -7.8% |
| 1Y | +43.4% | +4.1% | +39.3% | +40.0% |
| 3Y | +924.0% | +14.4% | +909.6% | +844.5% |
| 5Y | +249.6% | +21.4% | +228.2% | +210.4% |
| 10Y | +151.3% | +28.5% | +122.7% | +116.0% |
| All | +168.3% | +28.6% | +139.7% | +130.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling