+144.9%
ECHO vs XHB
+237.3%
-92.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.5% |
| 7D | +5.7% | -0.2% | +5.9% | +5.9% |
| 30D | +13.8% | +9.9% | +3.9% | +7.1% |
| 3M | +9.1% | -6.3% | +15.4% | +12.4% |
| 6M | -24.9% | +3.8% | -28.8% | -27.7% |
| YTD | -8.0% | +0.1% | -8.1% | -10.3% |
| 1Y | +42.9% | -0.8% | +43.7% | +39.7% |
| 3Y | +926.7% | +35.6% | +891.1% | +714.0% |
| 5Y | +230.4% | +29.6% | +200.8% | +163.9% |
| All | +144.9% | +237.3% | -92.4% | +8.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling