+417.8%
ECHO vs EIX
0.0%
+417.9%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.5% | -0.5% | +2.9% |
| 7D | +8.6% | +0.9% | +7.7% | +8.2% |
| 30D | +3.8% | -13.5% | +17.3% | +6.1% |
| 3M | -19.9% | -15.3% | -4.6% | -17.8% |
| 6M | -12.1% | -15.3% | +3.3% | -10.1% |
| YTD | -14.1% | +2.7% | -16.8% | -19.2% |
| 1Y | +15.9% | +17.4% | -1.6% | +2.3% |
| 3Y | +417.8% | -1.3% | +419.2% | +362.3% |
| All | +417.8% | 0.0% | +417.9% | +362.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling