+337.1%
ECHO vs EXE
+161.7%
+175.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.3% | +0.6% | +2.3% |
| 7D | +2.2% | -2.2% | +4.4% | +2.9% |
| 30D | +9.8% | -0.3% | +10.1% | +9.8% |
| 3M | +16.8% | -9.3% | +26.2% | +19.8% |
| 6M | -18.1% | -7.2% | -10.9% | -16.9% |
| YTD | -4.2% | -18.9% | +14.7% | +0.5% |
| 1Y | +41.2% | -21.7% | +62.9% | +49.2% |
| 3Y | +943.7% | +21.0% | +922.7% | +858.5% |
| 5Y | +277.5% | +76.0% | +201.6% | +212.9% |
| All | +337.1% | +161.7% | +175.4% | +191.3% |
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