+154.3%
ECHO vs XLRE
+111.8%
+42.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.1% | +4.1% | +4.1% |
| 7D | +8.6% | -0.3% | +8.9% | +8.8% |
| 30D | +3.8% | -2.4% | +6.2% | +5.4% |
| 3M | -19.9% | +0.6% | -20.5% | -20.5% |
| 6M | -12.1% | +3.9% | -16.0% | -14.6% |
| YTD | -14.1% | +10.5% | -24.5% | -19.8% |
| 1Y | +15.9% | +8.4% | +7.5% | +9.3% |
| 3Y | +417.8% | +32.8% | +385.0% | +335.1% |
| 5Y | +259.3% | +7.0% | +252.3% | +237.0% |
| 10Y | +192.7% | +83.8% | +108.9% | +109.2% |
| All | +154.3% | +111.8% | +42.4% | +70.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling