+188.4%
ECHO vs XHB
+210.4%
-22.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | +1.9% |
| 7D | +2.3% | -5.2% | +7.5% | +5.4% |
| 30D | +4.4% | -12.1% | +16.5% | +12.3% |
| 3M | -20.3% | -6.2% | -14.1% | -17.8% |
| 6M | -15.3% | -6.7% | -8.6% | -12.9% |
| YTD | -15.5% | -5.5% | -10.0% | -14.3% |
| 1Y | +15.0% | -15.6% | +30.6% | +24.4% |
| 3Y | +409.1% | +22.0% | +387.2% | +333.8% |
| 5Y | +260.6% | +31.8% | +228.8% | +185.7% |
| All | +188.4% | +210.4% | -22.0% | +35.9% |
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