+144.6%
IEFA vs ECHO
+197.5%
-52.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.4% | +0.9% |
| 7D | -1.6% | +3.7% | -5.3% | -1.9% |
| 30D | -1.5% | +0.7% | -2.2% | -1.6% |
| 3M | +3.4% | -27.3% | +30.7% | +6.6% |
| 6M | +9.5% | -17.0% | +26.5% | +10.9% |
| YTD | +13.0% | -14.3% | +27.4% | +13.8% |
| 1Y | +18.0% | +20.9% | -2.9% | +14.3% |
| 3Y | +65.4% | +423.0% | -357.6% | +19.1% |
| 5Y | +51.6% | +265.7% | -214.1% | +15.7% |
| All | +144.6% | +197.5% | -52.9% | +96.4% |
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