+144.9%
ECHO vs EXPD
+335.0%
-190.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.4% | +2.1% |
| 7D | +5.7% | +5.5% | +0.2% | +3.5% |
| 30D | +13.8% | -0.8% | +14.6% | +14.2% |
| 3M | +9.1% | +4.1% | +4.9% | +7.3% |
| 6M | -24.9% | +25.7% | -50.6% | -31.4% |
| YTD | -8.0% | +31.4% | -39.4% | -18.4% |
| 1Y | +42.9% | +42.2% | +0.7% | +22.5% |
| 3Y | +926.7% | +77.2% | +849.5% | +688.2% |
| 5Y | +230.4% | +61.0% | +169.4% | +158.7% |
| All | +144.9% | +335.0% | -190.1% | +24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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