+144.9%
ECHO vs XME
+260.6%
-115.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +2.7% |
| 7D | +5.7% | +0.3% | +5.4% | +5.5% |
| 30D | +13.8% | -6.1% | +19.9% | +17.9% |
| 3M | +9.1% | -18.6% | +27.7% | +21.2% |
| 6M | -24.9% | -23.9% | -1.0% | -14.2% |
| YTD | -8.0% | -9.3% | +1.3% | -4.1% |
| 1Y | +42.9% | +1.8% | +41.1% | +40.0% |
| 3Y | +926.7% | +93.0% | +833.7% | +617.3% |
| 5Y | +230.4% | +107.0% | +123.4% | +116.7% |
| All | +144.9% | +260.6% | -115.7% | +10.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling