+144.9%
ECHO vs ESI
+318.1%
-173.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.2% |
| 7D | +5.7% | +5.5% | +0.2% | +3.5% |
| 30D | +13.8% | -7.8% | +21.6% | +17.7% |
| 3M | +9.1% | -15.0% | +24.1% | +15.9% |
| 6M | -24.9% | -24.9% | 0.0% | -17.3% |
| YTD | -8.0% | +33.2% | -41.2% | -20.8% |
| 1Y | +42.9% | +24.9% | +18.0% | +26.2% |
| 3Y | +926.7% | +77.8% | +848.9% | +675.6% |
| 5Y | +230.4% | +37.1% | +193.2% | +168.8% |
| All | +144.9% | +318.1% | -173.2% | +27.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling