+251.0%
ECHO vs EXE
+100.7%
+150.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | -1.8% |
| 7D | +5.3% | -2.7% | +8.1% | +6.2% |
| 30D | +2.4% | -0.4% | +2.8% | +2.4% |
| 3M | -21.8% | +9.5% | -31.3% | -24.1% |
| 6M | -16.9% | -9.3% | -7.6% | -14.9% |
| YTD | -16.0% | -10.9% | -5.1% | -14.1% |
| 1Y | +9.3% | +4.3% | +5.0% | +5.2% |
| 3Y | +406.2% | +18.8% | +387.4% | +374.2% |
| 5Y | +251.0% | +101.4% | +149.6% | +203.9% |
| All | +251.0% | +100.7% | +150.3% | +203.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling