+9.3%
ECHO vs EIX
+13.6%
-4.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.2% | +0.9% | -2.1% |
| 7D | +5.3% | +4.1% | +1.3% | +5.3% |
| 30D | +2.4% | -15.3% | +17.8% | +2.5% |
| 3M | -21.8% | -18.4% | -3.4% | -21.4% |
| 6M | -16.9% | -16.8% | -0.1% | -16.7% |
| YTD | -16.0% | -0.6% | -15.4% | -18.0% |
| 1Y | +9.3% | +10.7% | -1.4% | +4.3% |
| All | +9.3% | +13.6% | -4.3% | +4.3% |
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