+135.7%
ECHO vs USFR
+27.5%
+108.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +3.4% | +0.1% | +3.3% | +3.4% |
| 30D | +2.4% | +0.3% | +2.1% | +2.2% |
| 3M | -28.0% | +1.0% | -29.0% | -28.4% |
| 6M | -21.2% | +1.9% | -23.2% | -22.1% |
| YTD | -17.4% | +2.6% | -20.0% | -18.7% |
| 1Y | +33.6% | +4.0% | +29.6% | +30.5% |
| 3Y | +419.7% | +14.1% | +405.6% | +379.8% |
| 5Y | +241.7% | +20.4% | +221.3% | +204.8% |
| 10Y | +180.8% | +28.0% | +152.7% | +142.0% |
| All | +135.7% | +27.5% | +108.2% | +103.1% |
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