+140.3%
ECHO vs EIX
+34.9%
+105.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.1% | -4.1% | -4.0% |
| 7D | +9.1% | -1.5% | +10.6% | +9.6% |
| 30D | +7.2% | +8.1% | -1.0% | +4.6% |
| 3M | +6.1% | -12.1% | +18.2% | +8.5% |
| 6M | -24.2% | -13.4% | -10.7% | -22.5% |
| YTD | -9.7% | +5.6% | -15.3% | -14.2% |
| 1Y | +40.9% | +7.8% | +33.1% | +32.8% |
| 3Y | +883.3% | +9.8% | +873.4% | +807.1% |
| 5Y | +224.2% | +18.8% | +205.3% | +189.1% |
| All | +140.3% | +34.9% | +105.4% | +115.3% |
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 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