+240.0%
ECHO vs EXPE
+624.8%
-384.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.4% |
| 7D | +3.4% | -9.5% | +12.9% | +6.0% |
| 30D | +2.4% | -6.6% | +9.0% | +3.9% |
| 3M | -28.0% | +31.4% | -59.3% | -33.2% |
| 6M | -21.2% | +35.2% | -56.4% | -28.4% |
| YTD | -17.4% | +5.8% | -23.2% | -20.8% |
| 1Y | +33.6% | +38.7% | -5.1% | +18.5% |
| 3Y | +419.7% | +175.8% | +243.9% | +272.2% |
| 5Y | +241.7% | +111.8% | +129.9% | +151.7% |
| 10Y | +180.8% | +179.7% | +1.0% | +77.3% |
| All | +240.0% | +624.8% | -384.8% | +33.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling