+159.8%
ECHO vs EIX
+33.0%
+126.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.8% | +2.9% |
| 7D | +2.2% | +1.0% | +1.2% | +1.8% |
| 30D | +9.8% | +8.9% | +1.0% | +7.0% |
| 3M | +16.8% | -9.8% | +26.6% | +18.4% |
| 6M | -18.1% | -10.2% | -7.9% | -17.4% |
| YTD | -4.2% | +5.9% | -10.1% | -9.1% |
| 1Y | +41.2% | +10.9% | +30.3% | +31.8% |
| 3Y | +943.7% | +10.2% | +933.5% | +861.8% |
| 5Y | +277.5% | +17.0% | +260.5% | +238.2% |
| 10Y | +159.8% | +35.1% | +124.7% | +131.9% |
| All | +159.8% | +33.0% | +126.8% | +131.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling