+20.9%
ECHO vs XEL
+7.7%
+13.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.4% |
| 7D | +3.7% | -0.3% | +4.0% | +3.7% |
| 30D | +0.7% | -3.9% | +4.6% | +0.4% |
| 3M | -27.3% | -2.8% | -24.5% | -27.4% |
| 6M | -17.0% | -5.4% | -11.6% | -17.2% |
| YTD | -14.3% | +3.8% | -18.1% | -13.4% |
| 1Y | +20.9% | +6.8% | +14.1% | +22.2% |
| All | +20.9% | +7.7% | +13.2% | +22.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling