+42.9%
ECHO vs XME
-2.0%
+44.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +2.9% |
| 7D | +5.7% | +0.3% | +5.4% | +5.5% |
| 30D | +13.8% | -6.1% | +19.9% | +18.3% |
| 3M | +9.1% | -18.6% | +27.7% | +21.8% |
| 6M | -24.9% | -23.9% | -1.0% | -13.7% |
| YTD | -8.0% | -9.3% | +1.3% | +1.9% |
| 1Y | +42.9% | +1.8% | +41.1% | +57.4% |
| All | +42.9% | -2.0% | +44.9% | +57.4% |
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