+240.0%
ECHO vs XHB
+533.1%
-293.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -0.9% | -0.4% |
| 7D | +3.4% | -1.3% | +4.7% | +4.0% |
| 30D | +2.4% | -6.9% | +9.2% | +5.7% |
| 3M | -28.0% | -1.3% | -26.7% | -27.8% |
| 6M | -21.2% | -6.8% | -14.5% | -19.2% |
| YTD | -17.4% | +0.7% | -18.1% | -18.6% |
| 1Y | +33.6% | -11.2% | +44.8% | +39.2% |
| 3Y | +419.7% | +25.3% | +394.3% | +358.4% |
| 5Y | +241.7% | +37.3% | +204.4% | +184.0% |
| 10Y | +180.8% | +211.5% | -30.8% | +60.1% |
| All | +240.0% | +533.1% | -293.1% | +35.6% |
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