+240.0%
ECHO vs EXEL
+586.2%
-346.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | +3.4% | +8.4% | -5.0% | +2.3% |
| 30D | +2.4% | +4.1% | -1.7% | +1.7% |
| 3M | -28.0% | +12.4% | -40.4% | -29.2% |
| 6M | -21.2% | +41.5% | -62.8% | -25.0% |
| YTD | -17.4% | +34.6% | -52.0% | -20.9% |
| 1Y | +33.6% | +57.9% | -24.3% | +24.6% |
| 3Y | +419.7% | +159.5% | +260.2% | +350.4% |
| 5Y | +241.7% | +198.5% | +43.2% | +187.6% |
| 10Y | +180.8% | +411.4% | -230.6% | +108.7% |
| All | +240.0% | +586.2% | -346.1% | +62.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling