+253.7%
ECHO vs XEL
+561.8%
-308.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.5% | +2.5% | +3.5% |
| 7D | +8.6% | +1.3% | +7.3% | +8.1% |
| 30D | +3.8% | -1.5% | +5.3% | +4.3% |
| 3M | -19.9% | -0.2% | -19.7% | -20.0% |
| 6M | -12.1% | -5.4% | -6.6% | -10.8% |
| YTD | -14.1% | +5.6% | -19.7% | -16.3% |
| 1Y | +15.9% | +10.5% | +5.4% | +10.6% |
| 3Y | +417.8% | +49.2% | +368.7% | +338.7% |
| 5Y | +259.3% | +30.1% | +229.2% | +216.1% |
| 10Y | +192.7% | +146.7% | +46.1% | +89.6% |
| All | +253.7% | +561.8% | -308.1% | +10.8% |
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