+311.8%
ECHO vs EXE
+163.0%
+148.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.3% | -3.7% | -3.9% |
| 7D | +9.1% | +3.6% | +5.6% | +8.1% |
| 30D | +7.2% | -4.3% | +11.5% | +8.5% |
| 3M | +6.1% | -7.7% | +13.7% | +8.2% |
| 6M | -24.2% | -7.2% | -16.9% | -23.0% |
| YTD | -9.7% | -18.5% | +8.8% | -5.4% |
| 1Y | +40.9% | -24.4% | +65.3% | +50.9% |
| 3Y | +883.3% | +21.6% | +861.7% | +801.7% |
| 5Y | +224.2% | +77.3% | +146.8% | +168.1% |
| All | +311.8% | +163.0% | +148.8% | +174.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 10y: compounded portfolio wealth divided by compounded EXE 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…
10y analysis · Full analysis span regression · 6 months rolling