+34.2%
ECHO vs EIX
+18.9%
+15.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.1% | -6.4% | -3.4% |
| 7D | +4.6% | +4.5% | +0.1% | +4.4% |
| 30D | +0.4% | +15.2% | -14.8% | -0.3% |
| 3M | +7.7% | -11.6% | +19.3% | +7.3% |
| 6M | -18.0% | -8.4% | -9.7% | -18.5% |
| YTD | -9.3% | +8.2% | -17.5% | -11.1% |
| 1Y | +34.2% | +16.6% | +17.6% | +29.3% |
| All | +34.2% | +18.9% | +15.3% | +29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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