+276.8%
ECHO vs EXE
+191.4%
+85.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.3% |
| 7D | +3.4% | -0.3% | +3.7% | +3.5% |
| 30D | +2.4% | +8.5% | -6.1% | -0.2% |
| 3M | -28.0% | +5.5% | -33.4% | -29.4% |
| 6M | -21.2% | -5.9% | -15.4% | -20.2% |
| YTD | -17.4% | -9.7% | -7.7% | -15.8% |
| 1Y | +33.6% | +3.6% | +30.0% | +28.8% |
| 3Y | +419.7% | +18.0% | +401.6% | +384.6% |
| 5Y | +241.7% | +109.4% | +132.3% | +164.9% |
| All | +276.8% | +191.4% | +85.5% | +144.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling