+33.6%
ECHO vs EXPE
+40.7%
-7.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.1% |
| 7D | +3.4% | -9.5% | +12.9% | +4.0% |
| 30D | +2.4% | -6.6% | +9.0% | +2.7% |
| 3M | -28.0% | +31.4% | -59.3% | -29.4% |
| 6M | -21.2% | +35.2% | -56.4% | -23.5% |
| YTD | -17.4% | +5.8% | -23.2% | -16.7% |
| 1Y | +33.6% | +38.7% | -5.1% | +26.7% |
| All | +33.6% | +40.7% | -7.1% | +26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 1y: compounded portfolio wealth divided by compounded EXPE 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…
1y analysis · Full analysis span regression · 6 months rolling