+130.8%
ECHO vs ESI
+224.6%
-93.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.9% | -2.9% | -0.9% |
| 7D | +3.4% | +3.3% | +0.1% | +2.4% |
| 30D | +2.4% | -5.9% | +8.2% | +4.1% |
| 3M | -28.0% | -14.1% | -13.9% | -25.1% |
| 6M | -21.2% | +6.6% | -27.8% | -24.0% |
| YTD | -17.4% | +45.0% | -62.4% | -27.8% |
| 1Y | +33.6% | +41.5% | -7.9% | +17.3% |
| 3Y | +419.7% | +78.8% | +340.9% | +322.7% |
| 5Y | +241.7% | +70.9% | +170.8% | +177.1% |
| 10Y | +180.8% | +317.1% | -136.3% | +75.2% |
| All | +130.8% | +224.6% | -93.9% | +56.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling