+33.6%
ECHO vs ESI
+44.5%
-11.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.9% | -2.9% | -0.8% |
| 7D | +3.4% | +3.3% | +0.1% | +2.4% |
| 30D | +2.4% | -5.9% | +8.2% | +4.0% |
| 3M | -28.0% | -14.1% | -13.9% | -26.0% |
| 6M | -21.2% | +6.6% | -27.8% | -24.7% |
| YTD | -17.4% | +45.0% | -62.4% | -29.7% |
| 1Y | +33.6% | +41.5% | -7.9% | +16.3% |
| All | +33.6% | +44.5% | -11.0% | +16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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