+251.0%
ECHO vs XHB
+34.8%
+216.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -1.4% |
| 7D | +5.3% | -1.9% | +7.3% | +6.4% |
| 30D | +2.4% | -8.3% | +10.8% | +7.1% |
| 3M | -21.8% | -7.1% | -14.6% | -19.0% |
| 6M | -16.9% | -5.3% | -11.7% | -15.3% |
| YTD | -16.0% | -3.2% | -12.8% | -16.0% |
| 1Y | +9.3% | -13.9% | +23.1% | +16.5% |
| 3Y | +406.2% | +24.9% | +381.3% | +327.7% |
| 5Y | +251.0% | +34.5% | +216.4% | +174.1% |
| All | +251.0% | +34.8% | +216.1% | +174.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling