+192.5%
ECHO vs XOP
+58.6%
+133.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.4% |
| 7D | +3.7% | +2.6% | +1.1% | +2.9% |
| 30D | +0.7% | +9.6% | -8.9% | -2.3% |
| 3M | -27.3% | +20.4% | -47.7% | -31.9% |
| 6M | -17.0% | +19.9% | -36.9% | -22.9% |
| YTD | -14.3% | +56.4% | -70.7% | -27.5% |
| 1Y | +20.9% | +52.4% | -31.5% | +2.9% |
| 3Y | +423.0% | +39.9% | +383.1% | +354.4% |
| 5Y | +265.7% | +163.7% | +102.0% | +148.4% |
| All | +192.5% | +58.6% | +133.8% | +96.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XOP.
Daily Out/Under-Performance
Portfolio return minus XOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOP 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 XOP 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