+162.6%
ECHO vs ESI
+207.0%
-44.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.0% | -5.9% | -3.1% |
| 7D | +3.6% | +1.8% | +1.8% | +3.2% |
| 30D | +7.5% | -6.6% | +14.1% | +9.9% |
| 3M | +16.2% | -9.4% | +25.5% | +19.6% |
| 6M | -20.9% | -24.1% | +3.3% | -14.8% |
| YTD | -6.0% | +37.1% | -43.1% | -16.5% |
| 1Y | +43.4% | +24.5% | +18.8% | +31.1% |
| 3Y | +924.0% | +83.2% | +840.9% | +728.2% |
| 5Y | +249.6% | +44.0% | +205.7% | +197.6% |
| 10Y | +151.3% | +332.8% | -181.6% | +57.4% |
| All | +162.6% | +207.0% | -44.3% | +81.6% |
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 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