+240.0%
ECHO vs EXR
+1,890.4%
-1,650.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.3% |
| 7D | +3.4% | -2.6% | +6.0% | +4.1% |
| 30D | +2.4% | -7.2% | +9.6% | +4.5% |
| 3M | -28.0% | -3.5% | -24.5% | -27.4% |
| 6M | -21.2% | -5.3% | -16.0% | -20.3% |
| YTD | -17.4% | +9.4% | -26.7% | -19.8% |
| 1Y | +33.6% | +1.3% | +32.3% | +32.0% |
| 3Y | +419.7% | +22.4% | +397.3% | +385.4% |
| 5Y | +241.7% | -12.2% | +253.9% | +241.4% |
| 10Y | +180.8% | +148.6% | +32.2% | +108.0% |
| All | +240.0% | +1,890.4% | -1,650.4% | +43.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling