+192.5%
ECHO vs XLRE
+89.0%
+103.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +0.8% |
| 7D | +3.7% | -1.2% | +4.9% | +4.5% |
| 30D | +0.7% | -2.4% | +3.1% | +2.3% |
| 3M | -27.3% | -2.5% | -24.8% | -26.4% |
| 6M | -17.0% | +4.0% | -20.9% | -19.4% |
| YTD | -14.3% | +9.3% | -23.6% | -19.6% |
| 1Y | +20.9% | +5.6% | +15.3% | +15.9% |
| 3Y | +423.0% | +31.3% | +391.7% | +340.6% |
| 5Y | +265.7% | +9.5% | +256.1% | +238.0% |
| All | +192.5% | +89.0% | +103.4% | +115.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 10y: compounded portfolio wealth divided by compounded XLRE 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…
10y analysis · Full analysis span regression · 6 months rolling