+412.7%
ECHO vs XME
+132.9%
+279.8%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -1.8% |
| 7D | +5.3% | -0.2% | +5.6% | +5.5% |
| 30D | +2.4% | +1.4% | +1.0% | +1.2% |
| 3M | -21.8% | +2.7% | -24.5% | -23.7% |
| 6M | -16.9% | +6.5% | -23.4% | -21.5% |
| YTD | -16.0% | +15.2% | -31.2% | -25.0% |
| 1Y | +9.3% | +43.5% | -34.2% | -18.9% |
| All | +412.7% | +132.9% | +279.8% | +125.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling