+159.8%
ECHO vs EXPD
+329.8%
-170.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.2% | +3.1% | +3.0% |
| 7D | +2.2% | -7.4% | +9.6% | +5.4% |
| 30D | +9.8% | -2.1% | +11.9% | +10.8% |
| 3M | +16.8% | +5.7% | +11.1% | +14.4% |
| 6M | -18.1% | +21.4% | -39.4% | -24.0% |
| YTD | -4.2% | +27.6% | -31.8% | -14.0% |
| 1Y | +41.2% | +36.1% | +5.1% | +23.3% |
| 3Y | +943.7% | +69.9% | +873.8% | +715.4% |
| 5Y | +277.5% | +59.7% | +217.8% | +196.6% |
| 10Y | +159.8% | +323.0% | -163.3% | +31.9% |
| All | +159.8% | +329.8% | -170.1% | +31.9% |
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