+285.4%
ECHO vs EXE
+188.3%
+97.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.5% |
| 7D | +2.3% | -2.2% | +4.5% | +3.0% |
| 30D | +4.4% | -0.8% | +5.2% | +4.6% |
| 3M | -20.3% | +10.0% | -30.3% | -22.9% |
| 6M | -15.3% | -6.3% | -9.0% | -14.1% |
| YTD | -15.5% | -10.7% | -4.8% | -13.6% |
| 1Y | +15.0% | +2.7% | +12.3% | +11.2% |
| 3Y | +409.1% | +19.1% | +390.0% | +374.0% |
| 5Y | +260.6% | +105.4% | +155.2% | +181.6% |
| All | +285.4% | +188.3% | +97.2% | +150.5% |
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