+259.8%
ECHO vs INVH
-20.2%
+279.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.4% |
| 7D | +3.7% | -3.0% | +6.7% | +5.0% |
| 30D | +0.7% | -7.5% | +8.2% | +3.9% |
| 3M | -27.3% | -5.5% | -21.8% | -26.0% |
| 6M | -17.0% | +11.7% | -28.7% | -21.9% |
| YTD | -14.3% | +1.3% | -15.6% | -15.9% |
| 1Y | +20.9% | -6.1% | +27.0% | +22.8% |
| 3Y | +423.0% | -9.8% | +432.7% | +438.7% |
| All | +259.8% | -20.2% | +279.9% | +276.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling