+259.0%
ECHO vs XOP
+164.1%
+94.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.7% | +2.4% | +3.5% |
| 7D | +8.6% | +0.6% | +8.0% | +8.4% |
| 30D | +3.8% | +16.5% | -12.8% | -1.1% |
| 3M | -19.9% | +15.7% | -35.6% | -23.8% |
| 6M | -12.1% | +19.2% | -31.3% | -18.0% |
| YTD | -14.1% | +55.0% | -69.0% | -27.2% |
| 1Y | +15.9% | +54.2% | -38.3% | -2.0% |
| 3Y | +417.8% | +35.9% | +382.0% | +351.2% |
| All | +259.0% | +164.1% | +94.9% | +167.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling