-20.9%
ECHO vs EXPE
+15.9%
-36.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.4% | -4.3% | -1.8% |
| 7D | +3.6% | -17.8% | +21.4% | +3.8% |
| 30D | +7.5% | -3.2% | +10.7% | +8.3% |
| 3M | +16.2% | -19.0% | +35.1% | +18.4% |
| 6M | -20.9% | +17.7% | -38.6% | -29.9% |
| All | -20.9% | +15.9% | -36.8% | -29.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling