+287.0%
ECHO vs XHB
+535.7%
-248.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.9% |
| 7D | +3.6% | -4.1% | +7.7% | +5.8% |
| 30D | +7.5% | +9.6% | -2.2% | +2.5% |
| 3M | +16.2% | -6.0% | +22.2% | +18.8% |
| 6M | -20.9% | +2.2% | -23.1% | -22.6% |
| YTD | -6.0% | +1.1% | -7.1% | -8.1% |
| 1Y | +43.4% | -1.7% | +45.1% | +41.8% |
| 3Y | +924.0% | +36.5% | +887.6% | +761.9% |
| 5Y | +249.6% | +33.5% | +216.2% | +192.7% |
| 10Y | +151.3% | +240.9% | -89.6% | +37.5% |
| All | +287.0% | +535.7% | -248.7% | +53.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling