+191.3%
ECHO vs ESI
+308.3%
-117.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.1% | -1.8% |
| 7D | +5.3% | +3.9% | +1.4% | +3.8% |
| 30D | +2.4% | -3.8% | +6.2% | +3.8% |
| 3M | -21.8% | -13.1% | -8.7% | -18.3% |
| 6M | -16.9% | +11.3% | -28.3% | -22.2% |
| YTD | -16.0% | +44.1% | -60.1% | -29.4% |
| 1Y | +9.3% | +40.3% | -31.1% | -7.6% |
| 3Y | +406.2% | +84.1% | +322.2% | +281.0% |
| 5Y | +251.0% | +75.8% | +175.2% | +162.7% |
| 10Y | +191.3% | +320.7% | -129.5% | +61.6% |
| All | +191.3% | +308.3% | -117.0% | +61.6% |
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