+104.7%
ECHO vs INVH
+79.4%
+25.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.2% |
| 7D | +5.3% | -2.3% | +7.6% | +6.3% |
| 30D | +2.4% | -5.7% | +8.2% | +4.7% |
| 3M | -21.8% | -4.5% | -17.3% | -20.8% |
| 6M | -16.9% | +11.0% | -27.9% | -20.9% |
| YTD | -16.0% | +3.7% | -19.7% | -18.0% |
| 1Y | +9.3% | -2.8% | +12.1% | +9.2% |
| 3Y | +406.2% | -7.1% | +413.4% | +414.7% |
| 5Y | +251.0% | -19.4% | +270.4% | +270.3% |
| All | +104.7% | +79.4% | +25.2% | +66.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling