+412.3%
ECHO vs ESI
+81.9%
+330.4%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.9% | -2.9% | -1.2% |
| 7D | +3.4% | +3.3% | +0.1% | +1.9% |
| 30D | +2.4% | -5.9% | +8.2% | +4.8% |
| 3M | -28.0% | -14.1% | -13.9% | -24.3% |
| 6M | -21.2% | +6.6% | -27.8% | -26.4% |
| YTD | -17.4% | +45.0% | -62.4% | -35.0% |
| 1Y | +33.6% | +41.5% | -7.9% | +5.8% |
| All | +412.3% | +81.9% | +330.4% | +225.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling