+192.5%
ECHO vs XEL
+151.6%
+40.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.4% |
| 7D | +3.7% | -0.3% | +4.0% | +3.8% |
| 30D | +0.7% | -3.9% | +4.6% | +1.7% |
| 3M | -27.3% | -2.8% | -24.5% | -26.9% |
| 6M | -17.0% | -5.4% | -11.6% | -16.1% |
| YTD | -14.3% | +3.8% | -18.1% | -15.6% |
| 1Y | +20.9% | +6.8% | +14.1% | +17.8% |
| 3Y | +423.0% | +45.6% | +377.4% | +364.2% |
| 5Y | +265.7% | +30.7% | +235.0% | +231.9% |
| All | +192.5% | +151.6% | +40.9% | +171.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 10y: compounded portfolio wealth divided by compounded XEL 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…
10y analysis · Full analysis span regression · 6 months rolling