+50.1%
IEFA vs ECHO
+253.4%
-203.4%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.0% |
| 7D | -2.4% | +2.3% | -4.7% | -2.6% |
| 30D | -2.1% | +4.4% | -6.5% | -2.4% |
| 3M | +5.5% | -20.3% | +25.8% | +6.9% |
| 6M | +8.1% | -15.3% | +23.5% | +8.9% |
| YTD | +11.9% | -15.5% | +27.4% | +12.5% |
| 1Y | +18.1% | +15.0% | +3.1% | +16.4% |
| 3Y | +65.5% | +409.1% | -343.7% | +38.4% |
| 5Y | +50.1% | +260.6% | -210.6% | +30.7% |
| All | +50.1% | +253.4% | -203.4% | +30.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling