+33.6%
ECHO vs XME
+46.4%
-12.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | +3.4% | -0.1% | +3.5% | +3.4% |
| 30D | +2.4% | +6.0% | -3.6% | -0.7% |
| 3M | -28.0% | -7.7% | -20.2% | -26.1% |
| 6M | -21.2% | +1.0% | -22.2% | -22.7% |
| YTD | -17.4% | +14.6% | -32.0% | -20.1% |
| 1Y | +33.6% | +46.0% | -12.4% | +54.3% |
| All | +33.6% | +46.4% | -12.8% | +54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 1y: compounded portfolio wealth divided by compounded XME 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…
1y analysis · Full analysis span regression · 6 months rolling