+15.0%
ECHO vs XHB
-16.2%
+31.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | +1.3% |
| 7D | +2.3% | -5.2% | +7.5% | +4.0% |
| 30D | +4.4% | -12.1% | +16.5% | +8.9% |
| 3M | -20.3% | -6.2% | -14.1% | -19.0% |
| 6M | -15.3% | -6.7% | -8.6% | -13.7% |
| YTD | -15.5% | -5.5% | -10.0% | -15.5% |
| 1Y | +15.0% | -15.6% | +30.6% | +16.1% |
| All | +15.0% | -16.2% | +31.1% | +16.1% |
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