+20.9%
ECHO vs INVH
-4.3%
+25.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.4% |
| 7D | +3.7% | -3.0% | +6.7% | +3.6% |
| 30D | +0.7% | -7.5% | +8.2% | +0.5% |
| 3M | -27.3% | -5.5% | -21.8% | -27.5% |
| 6M | -17.0% | +11.7% | -28.7% | -18.7% |
| YTD | -14.3% | +1.3% | -15.6% | -15.4% |
| 1Y | +20.9% | -6.1% | +27.0% | +32.2% |
| All | +20.9% | -4.3% | +25.2% | +32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 1y: compounded portfolio wealth divided by compounded INVH 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…
1y analysis · Full analysis span regression · 6 months rolling