+191.3%
ECHO vs EXR
+144.7%
+46.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.5% | +0.3% | -1.5% |
| 7D | +5.3% | -3.1% | +8.4% | +6.3% |
| 30D | +2.4% | -7.5% | +10.0% | +4.8% |
| 3M | -21.8% | -7.5% | -14.3% | -20.2% |
| 6M | -16.9% | -5.2% | -11.7% | -15.9% |
| YTD | -16.0% | +6.5% | -22.5% | -18.1% |
| 1Y | +9.3% | -2.0% | +11.3% | +9.0% |
| 3Y | +406.2% | +21.5% | +384.7% | +370.6% |
| 5Y | +251.0% | -11.5% | +262.5% | +245.5% |
| 10Y | +191.3% | +148.0% | +43.3% | +137.1% |
| All | +191.3% | +144.7% | +46.5% | +137.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded EXR 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling