+240.0%
ECHO vs EIX
+111.6%
+128.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.3% |
| 7D | +3.4% | -19.1% | +22.5% | +9.5% |
| 30D | +2.4% | -16.9% | +19.3% | +7.0% |
| 3M | -28.0% | -20.0% | -7.9% | -24.0% |
| 6M | -21.2% | -21.3% | +0.1% | -16.6% |
| YTD | -17.4% | -1.7% | -15.7% | -19.7% |
| 1Y | +33.6% | +9.6% | +24.0% | +24.1% |
| 3Y | +419.7% | -3.7% | +423.4% | +399.5% |
| 5Y | +241.7% | +22.6% | +219.1% | +197.4% |
| 10Y | +180.8% | +17.7% | +163.1% | +134.2% |
| All | +240.0% | +111.6% | +128.4% | +82.3% |
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 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