+144.9%
ECHO vs EXEL
+320.7%
-175.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.1% |
| 7D | +5.7% | -0.8% | +6.5% | +5.9% |
| 30D | +13.8% | +13.1% | +0.7% | +11.4% |
| 3M | +9.1% | +36.3% | -27.3% | +3.0% |
| 6M | -24.9% | +34.5% | -59.5% | -29.0% |
| YTD | -8.0% | +57.4% | -65.4% | -15.7% |
| 1Y | +42.9% | +62.9% | -20.0% | +29.8% |
| 3Y | +926.7% | +229.5% | +697.2% | +712.3% |
| 5Y | +230.4% | +281.2% | -50.9% | +152.0% |
| All | +144.9% | +320.7% | -175.8% | +79.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling