+215.7%
IEFA vs ECHO
+263.7%
-48.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.0% | -4.6% | -1.1% |
| 7D | +1.2% | +8.6% | -7.4% | +0.2% |
| 30D | -0.6% | +3.8% | -4.3% | -1.1% |
| 3M | +6.2% | -19.9% | +26.1% | +8.6% |
| 6M | +11.2% | -12.1% | +23.2% | +12.0% |
| YTD | +14.2% | -14.1% | +28.2% | +14.9% |
| 1Y | +20.0% | +15.9% | +4.2% | +16.2% |
| 3Y | +68.8% | +417.8% | -349.1% | +16.5% |
| 5Y | +52.7% | +259.3% | -206.7% | +12.2% |
| 10Y | +144.2% | +192.7% | -48.5% | +79.5% |
| All | +215.7% | +263.7% | -48.0% | +116.6% |
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