+34.2%
ECHO vs XHB
+5.8%
+28.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +5.4% | -8.7% | -4.5% |
| 7D | +4.6% | +9.7% | -5.2% | +2.0% |
| 30D | +0.4% | +11.7% | -11.2% | -2.6% |
| 3M | +7.7% | -1.4% | +9.0% | +8.6% |
| 6M | -18.0% | +6.8% | -24.8% | -19.6% |
| YTD | -9.3% | +5.5% | -14.8% | -11.8% |
| 1Y | +34.2% | +5.1% | +29.1% | +29.6% |
| All | +34.2% | +5.8% | +28.4% | +29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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