+415.7%
ECHO vs INVH
-9.6%
+425.3%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.8% | +1.5% |
| 7D | +2.3% | -3.1% | +5.4% | +3.7% |
| 30D | +4.4% | -7.5% | +11.9% | +7.8% |
| 3M | -20.3% | -6.3% | -14.0% | -18.5% |
| 6M | -15.3% | +9.4% | -24.8% | -20.4% |
| YTD | -15.5% | +1.4% | -16.9% | -17.4% |
| 1Y | +15.0% | -4.1% | +19.1% | +16.0% |
| All | +415.7% | -9.6% | +425.3% | +434.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling