+241.6%
ECHO vs EXPE
+111.8%
+129.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.4% |
| 7D | +3.4% | -9.5% | +12.9% | +5.8% |
| 30D | +2.4% | -6.6% | +9.0% | +3.8% |
| 3M | -28.0% | +31.4% | -59.3% | -33.0% |
| 6M | -21.2% | +35.2% | -56.4% | -28.2% |
| YTD | -17.4% | +5.8% | -23.2% | -20.3% |
| 1Y | +33.6% | +38.7% | -5.1% | +18.4% |
| 3Y | +419.7% | +175.8% | +243.9% | +263.3% |
| All | +241.6% | +111.8% | +129.8% | +155.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling