+259.3%
ECHO vs EXR
-10.8%
+270.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.1% | +4.1% | +4.1% |
| 7D | +8.6% | -0.7% | +9.3% | +8.8% |
| 30D | +3.8% | -6.9% | +10.7% | +6.4% |
| 3M | -19.9% | -3.0% | -16.9% | -19.3% |
| 6M | -12.1% | -2.9% | -9.1% | -11.6% |
| YTD | -14.1% | +9.3% | -23.3% | -17.6% |
| 1Y | +15.9% | -0.9% | +16.8% | +14.9% |
| 3Y | +417.8% | +24.7% | +393.1% | +365.7% |
| 5Y | +259.3% | -11.7% | +271.0% | +238.8% |
| All | +259.3% | -10.8% | +270.1% | +238.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling