+191.3%
ECHO vs EXEL
+378.5%
-187.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.1% | -3.4% | -2.4% |
| 7D | +5.3% | -0.3% | +5.7% | +5.4% |
| 30D | +2.4% | +10.1% | -7.7% | +0.6% |
| 3M | -21.8% | +10.1% | -31.9% | -23.2% |
| 6M | -16.9% | +37.7% | -54.6% | -21.6% |
| YTD | -16.0% | +33.1% | -49.1% | -20.5% |
| 1Y | +9.3% | +52.4% | -43.1% | +0.4% |
| 3Y | +406.2% | +163.8% | +242.4% | +320.2% |
| 5Y | +251.0% | +198.5% | +52.4% | +181.4% |
| 10Y | +191.3% | +386.9% | -195.6% | +119.3% |
| All | +191.3% | +378.5% | -187.2% | +119.3% |
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