+34.2%
ECHO vs EXEL
+92.4%
-58.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.6% | -3.9% | -3.3% |
| 7D | +4.6% | +9.8% | -5.2% | +3.6% |
| 30D | +0.4% | +23.6% | -23.2% | -1.9% |
| 3M | +7.7% | +29.9% | -22.2% | +4.4% |
| 6M | -18.0% | +64.7% | -82.8% | -21.1% |
| YTD | -9.3% | +66.0% | -75.3% | -13.4% |
| 1Y | +34.2% | +92.0% | -57.7% | +34.2% |
| All | +34.2% | +92.4% | -58.2% | +34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 1y: compounded portfolio wealth divided by compounded EXEL 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…
1y analysis · Full analysis span regression · 6 months rolling