+926.7%
ECHO vs EXR
+53.5%
+873.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.8% |
| 7D | +5.7% | -0.4% | +6.1% | +5.9% |
| 30D | +13.8% | +18.2% | -4.4% | +6.4% |
| 3M | +9.1% | +7.3% | +1.7% | +6.0% |
| 6M | -24.9% | +13.8% | -38.8% | -29.2% |
| YTD | -8.0% | +25.9% | -33.9% | -17.5% |
| 1Y | +42.9% | +25.8% | +17.1% | +28.1% |
| 3Y | +926.7% | +53.7% | +873.0% | +686.5% |
| All | +926.7% | +53.5% | +873.2% | +686.5% |
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