+417.8%
ECHO vs EXE
+21.0%
+396.9%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.3% | +3.7% | +3.9% |
| 7D | +8.6% | -1.8% | +10.4% | +9.3% |
| 30D | +3.8% | +6.4% | -2.6% | +1.0% |
| 3M | -19.9% | +9.2% | -29.1% | -23.2% |
| 6M | -12.1% | -7.0% | -5.1% | -9.6% |
| YTD | -14.1% | -9.5% | -4.6% | -11.4% |
| 1Y | +15.9% | +6.2% | +9.6% | +6.0% |
| 3Y | +417.8% | +20.7% | +397.1% | +420.1% |
| All | +417.8% | +21.0% | +396.9% | +420.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling