+140.4%
EFA vs ECHO
+193.4%
-53.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.9% |
| 7D | -2.4% | +2.3% | -4.7% | -2.6% |
| 30D | -2.2% | +4.4% | -6.6% | -2.7% |
| 3M | +5.7% | -20.3% | +26.0% | +7.8% |
| 6M | +8.2% | -15.3% | +23.5% | +9.3% |
| YTD | +11.8% | -15.5% | +27.3% | +12.6% |
| 1Y | +18.3% | +15.0% | +3.3% | +15.1% |
| 3Y | +64.9% | +409.1% | -344.2% | +19.5% |
| 5Y | +52.4% | +260.6% | -208.2% | +16.7% |
| All | +140.4% | +193.4% | -53.0% | +93.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling