+160.0%
ECHO vs ESI
+197.1%
-37.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +5.1% | +1.8% | +5.4% |
| 7D | +3.0% | -3.5% | +6.5% | +4.3% |
| 30D | +6.7% | -9.3% | +15.9% | +10.1% |
| 3M | +12.4% | -12.8% | +25.2% | +17.1% |
| 6M | -20.4% | -24.6% | +4.2% | -14.1% |
| YTD | -6.9% | +32.7% | -39.7% | -16.4% |
| 1Y | +37.7% | +20.3% | +17.4% | +27.3% |
| 3Y | +902.9% | +80.2% | +822.7% | +716.0% |
| 5Y | +275.3% | +40.0% | +235.4% | +222.6% |
| 10Y | +159.0% | +310.8% | -151.8% | +64.5% |
| All | +160.0% | +197.1% | -37.1% | +81.7% |
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