+943.7%
ECHO vs EXEL
+236.1%
+707.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.6% | +4.6% | +3.3% |
| 7D | +2.2% | -2.4% | +4.6% | +2.8% |
| 30D | +9.8% | +17.9% | -8.1% | +6.0% |
| 3M | +16.8% | +33.3% | -16.4% | +9.4% |
| 6M | -18.1% | +46.6% | -64.6% | -25.0% |
| YTD | -4.2% | +61.0% | -65.2% | -14.5% |
| 1Y | +41.2% | +70.4% | -29.2% | +23.9% |
| 3Y | +943.7% | +236.1% | +707.6% | +654.3% |
| All | +943.7% | +236.1% | +707.6% | +654.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling