+902.9%
ECHO vs EXPE
+125.5%
+777.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | 0.0% | +7.0% | +6.9% |
| 7D | +3.0% | -13.3% | +16.3% | +5.0% |
| 30D | +6.7% | -5.5% | +12.2% | +7.1% |
| 3M | +12.4% | -16.5% | +28.8% | +14.6% |
| 6M | -20.4% | +13.1% | -33.5% | -23.2% |
| YTD | -6.9% | -8.0% | +1.1% | -7.3% |
| 1Y | +37.7% | +1.1% | +36.6% | +33.8% |
| 3Y | +902.9% | +131.2% | +771.7% | +573.5% |
| All | +902.9% | +125.5% | +777.4% | +573.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling