+159.8%
ECHO vs ESI
+306.3%
-146.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.6% | +3.6% | +3.2% |
| 7D | +2.2% | -6.6% | +8.8% | +5.1% |
| 30D | +9.8% | -9.8% | +19.7% | +14.6% |
| 3M | +16.8% | -11.9% | +28.8% | +22.6% |
| 6M | -18.1% | -25.1% | +7.0% | -9.7% |
| YTD | -4.2% | +31.9% | -36.1% | -17.1% |
| 1Y | +41.2% | +19.2% | +22.0% | +27.2% |
| 3Y | +943.7% | +76.2% | +867.5% | +692.1% |
| 5Y | +277.5% | +39.4% | +238.1% | +205.9% |
| 10Y | +159.8% | +304.9% | -145.1% | +41.4% |
| All | +159.8% | +306.3% | -146.5% | +41.4% |
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