+16.9%
EFA vs ECHO
+34.5%
-17.6%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.3% | +5.8% | +2.9% |
| 7D | +2.0% | +4.6% | -2.6% | +1.5% |
| 30D | +1.6% | +0.4% | +1.2% | +1.5% |
| 3M | -1.5% | +7.7% | -9.2% | -2.4% |
| 6M | +6.6% | -18.0% | +24.7% | +7.7% |
| YTD | +11.8% | -9.3% | +21.1% | +12.0% |
| 1Y | +16.9% | +34.2% | -17.3% | +16.6% |
| All | +16.9% | +34.5% | -17.6% | +16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ECHO.
Daily Out/Under-Performance
Portfolio return minus ECHO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECHO 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 ECHO 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