+17.0%
IEFA vs ECHO
+34.5%
-17.5%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.3% | +5.7% | +2.8% |
| 7D | +1.9% | +4.6% | -2.7% | +1.4% |
| 30D | +1.4% | +0.4% | +1.0% | +1.3% |
| 3M | -1.4% | +7.7% | -9.1% | -2.3% |
| 6M | +6.3% | -18.0% | +24.4% | +7.4% |
| YTD | +11.9% | -9.3% | +21.2% | +12.1% |
| 1Y | +17.0% | +34.2% | -17.2% | +16.5% |
| All | +17.0% | +34.5% | -17.5% | +16.5% |
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 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