+191.3%
ECHO vs EIX
+19.9%
+171.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.2% | +0.9% | -1.3% |
| 7D | +5.3% | +4.1% | +1.3% | +4.1% |
| 30D | +2.4% | -15.3% | +17.8% | +5.9% |
| 3M | -21.8% | -18.4% | -3.4% | -18.4% |
| 6M | -16.9% | -16.8% | -0.1% | -14.1% |
| YTD | -16.0% | -0.6% | -15.4% | -18.6% |
| 1Y | +9.3% | +10.7% | -1.4% | +1.7% |
| 3Y | +406.2% | -4.5% | +410.7% | +389.2% |
| 5Y | +251.0% | +24.0% | +226.9% | +209.5% |
| 10Y | +191.3% | +22.9% | +168.4% | +159.5% |
| All | +191.3% | +19.9% | +171.3% | +159.5% |
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