+9.3%
ECHO vs EXPE
+26.5%
-17.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -2.2% |
| 7D | +5.3% | -11.5% | +16.9% | +5.8% |
| 30D | +2.4% | -13.1% | +15.5% | +2.9% |
| 3M | -21.8% | +18.1% | -39.9% | -22.9% |
| 6M | -16.9% | +13.3% | -30.2% | -18.0% |
| YTD | -16.0% | -3.2% | -12.8% | -15.1% |
| 1Y | +9.3% | +26.1% | -16.9% | +4.0% |
| All | +9.3% | +26.5% | -17.2% | +4.0% |
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