+151.3%
ECHO vs EXEL
+354.7%
-203.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.1% | -1.9% |
| 7D | +3.6% | -2.8% | +6.4% | +4.3% |
| 30D | +7.5% | +18.2% | -10.7% | +4.3% |
| 3M | +16.2% | +37.7% | -21.6% | +9.5% |
| 6M | -20.9% | +42.2% | -63.1% | -25.9% |
| YTD | -6.0% | +61.3% | -67.3% | -14.3% |
| 1Y | +43.4% | +64.5% | -21.1% | +30.0% |
| 3Y | +924.0% | +236.7% | +687.4% | +707.0% |
| 5Y | +249.6% | +296.3% | -46.7% | +165.0% |
| 10Y | +151.3% | +331.1% | -179.8% | +83.7% |
| All | +151.3% | +354.7% | -203.4% | +83.7% |
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