+943.7%
ECHO vs EXPD
+71.7%
+872.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.2% | +3.1% | +3.0% |
| 7D | +2.2% | -7.4% | +9.6% | +4.8% |
| 30D | +9.8% | -2.1% | +11.9% | +10.7% |
| 3M | +16.8% | +5.7% | +11.1% | +15.0% |
| 6M | -18.1% | +21.4% | -39.4% | -22.6% |
| YTD | -4.2% | +27.6% | -31.8% | -11.8% |
| 1Y | +41.2% | +36.1% | +5.1% | +26.7% |
| 3Y | +943.7% | +69.9% | +873.8% | +715.9% |
| All | +943.7% | +71.7% | +872.0% | +715.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling