+260.6%
ECHO vs EXEL
+192.6%
+68.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +0.9% |
| 7D | +2.3% | -2.9% | +5.2% | +2.9% |
| 30D | +4.4% | +11.9% | -7.5% | +1.7% |
| 3M | -20.3% | +9.2% | -29.5% | -22.0% |
| 6M | -15.3% | +39.1% | -54.4% | -21.4% |
| YTD | -15.5% | +31.0% | -46.5% | -20.8% |
| 1Y | +15.0% | +52.3% | -37.4% | +3.3% |
| 3Y | +409.1% | +159.7% | +249.4% | +305.7% |
| 5Y | +260.6% | +187.7% | +72.9% | +170.7% |
| All | +260.6% | +192.6% | +68.1% | +170.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling