+283.1%
ECHO vs EIX
+127.9%
+155.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +1.3% | +5.6% | +6.5% |
| 7D | +3.0% | +0.7% | +2.3% | +2.7% |
| 30D | +6.7% | +8.8% | -2.1% | +3.6% |
| 3M | +12.4% | -10.9% | +23.3% | +14.6% |
| 6M | -20.4% | -10.3% | -10.1% | -19.6% |
| YTD | -6.9% | +5.8% | -12.7% | -11.9% |
| 1Y | +37.7% | +11.4% | +26.3% | +27.7% |
| 3Y | +902.9% | +11.1% | +891.8% | +815.6% |
| 5Y | +275.3% | +18.5% | +256.9% | +231.1% |
| 10Y | +159.0% | +32.2% | +126.8% | +107.1% |
| All | +283.1% | +127.9% | +155.3% | +100.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling