+240.0%
ECHO vs XME
+117.2%
+122.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.2% |
| 3M | -28.0% | -7.7% | -20.2% | -25.8% |
| 6M | -21.2% | +1.0% | -22.2% | -21.9% |
| YTD | -17.4% | +14.6% | -32.0% | -22.1% |
| 1Y | +33.6% | +46.0% | -12.4% | +13.7% |
| 3Y | +419.7% | +127.0% | +292.7% | +275.0% |
| 5Y | +241.7% | +175.8% | +65.9% | +124.7% |
| 10Y | +180.8% | +414.6% | -233.9% | +41.6% |
| All | +240.0% | +117.2% | +122.8% | +67.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling