+278.6%
ECHO vs XEL
+608.2%
-329.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | +5.7% | +2.4% | +3.3% | +4.8% |
| 30D | +13.8% | +8.3% | +5.5% | +10.5% |
| 3M | +9.1% | +4.2% | +4.9% | +7.3% |
| 6M | -24.9% | +3.7% | -28.7% | -26.3% |
| YTD | -8.0% | +13.1% | -21.1% | -12.6% |
| 1Y | +42.9% | +5.0% | +37.9% | +39.1% |
| 3Y | +926.7% | +55.0% | +871.7% | +755.9% |
| 5Y | +230.4% | +51.8% | +178.6% | +174.7% |
| 10Y | +145.9% | +185.6% | -39.7% | +50.1% |
| All | +278.6% | +608.2% | -329.6% | +15.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling