+237.6%
ECHO vs XHB
+32.7%
+205.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.8% |
| 7D | +3.6% | -4.1% | +7.7% | +6.0% |
| 30D | +7.5% | +9.6% | -2.2% | +1.8% |
| 3M | +16.2% | -6.0% | +22.2% | +19.3% |
| 6M | -20.9% | +2.2% | -23.1% | -22.9% |
| YTD | -6.0% | +1.1% | -7.1% | -8.7% |
| 1Y | +43.4% | -1.7% | +45.1% | +41.3% |
| 3Y | +924.0% | +36.5% | +887.6% | +719.6% |
| All | +237.6% | +32.7% | +205.0% | +154.2% |
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