+258.3%
ECHO vs EXPD
+413.5%
-155.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -6.6% | +2.6% | -1.5% |
| 7D | -2.4% | -7.2% | +4.8% | +0.4% |
| 30D | -3.1% | -3.3% | +0.1% | -2.0% |
| 3M | +8.7% | +3.4% | +5.3% | +7.2% |
| 6M | -24.8% | +22.7% | -47.4% | -30.5% |
| YTD | -13.0% | +24.5% | -37.5% | -21.1% |
| 1Y | +33.9% | +38.6% | -4.7% | +16.4% |
| 3Y | +791.8% | +71.5% | +720.3% | +601.4% |
| 5Y | +261.7% | +56.2% | +205.4% | +189.6% |
| 10Y | +157.3% | +310.5% | -153.2% | +38.9% |
| All | +258.3% | +413.5% | -155.2% | +52.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling