+132.3%
EFA vs ECHO
+252.6%
-120.2%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.8% | -0.2% |
| 7D | +2.2% | +5.7% | -3.4% | +1.2% |
| 30D | +1.4% | +13.8% | -12.4% | -1.1% |
| 3M | -4.2% | +9.1% | -13.2% | -6.0% |
| 6M | +1.9% | -24.9% | +26.9% | +5.8% |
| YTD | +10.2% | -8.0% | +18.2% | +9.4% |
| 1Y | +12.8% | +42.9% | -30.1% | +3.1% |
| 3Y | +65.2% | +926.7% | -861.5% | -20.6% |
| 5Y | +49.8% | +230.4% | -180.5% | -3.7% |
| 10Y | +145.2% | +145.9% | -0.7% | +62.7% |
| All | +132.3% | +252.6% | -120.2% | +3.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling