+412.3%
ECHO vs EXR
+24.9%
+387.4%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.5% |
| 7D | +3.4% | -2.6% | +6.0% | +4.5% |
| 30D | +2.4% | -7.2% | +9.6% | +5.6% |
| 3M | -28.0% | -3.5% | -24.5% | -27.2% |
| 6M | -21.2% | -5.3% | -16.0% | -19.9% |
| YTD | -17.4% | +9.4% | -26.7% | -21.7% |
| 1Y | +33.6% | +1.3% | +32.3% | +30.6% |
| All | +412.3% | +24.9% | +387.4% | +347.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling