+43.4%
ECHO vs EXEL
+70.6%
-27.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.1% | -1.9% |
| 7D | +3.6% | -2.8% | +6.4% | +4.2% |
| 30D | +7.5% | +18.2% | -10.7% | +5.2% |
| 3M | +16.2% | +37.7% | -21.6% | +10.6% |
| 6M | -20.9% | +42.2% | -63.1% | -24.5% |
| YTD | -6.0% | +61.3% | -67.3% | -11.8% |
| 1Y | +43.4% | +64.5% | -21.1% | +38.4% |
| All | +43.4% | +70.6% | -27.2% | +38.4% |
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