+192.7%
ECHO vs EXPE
+155.3%
+37.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -7.9% | +11.9% | +6.1% |
| 7D | +8.6% | -9.8% | +18.3% | +11.3% |
| 30D | +3.8% | -11.5% | +15.3% | +6.7% |
| 3M | -19.9% | +21.7% | -41.6% | -24.9% |
| 6M | -12.1% | +10.4% | -22.4% | -16.1% |
| YTD | -14.1% | -2.5% | -11.5% | -16.2% |
| 1Y | +15.9% | +27.3% | -11.5% | +3.5% |
| 3Y | +417.8% | +153.5% | +264.3% | +261.5% |
| 5Y | +259.3% | +91.1% | +168.2% | +160.0% |
| 10Y | +192.7% | +153.1% | +39.6% | +70.1% |
| All | +192.7% | +155.3% | +37.4% | +70.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling