+240.0%
ECHO vs XOP
+18.8%
+221.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.9% | +0.3% |
| 7D | +3.4% | +2.6% | +0.8% | +2.5% |
| 30D | +2.4% | +15.4% | -13.1% | -2.7% |
| 3M | -28.0% | +12.1% | -40.0% | -31.2% |
| 6M | -21.2% | +19.7% | -40.9% | -27.1% |
| YTD | -17.4% | +52.4% | -69.8% | -29.9% |
| 1Y | +33.6% | +47.6% | -14.0% | +14.2% |
| 3Y | +419.7% | +34.4% | +385.3% | +355.8% |
| 5Y | +241.7% | +154.4% | +87.3% | +130.4% |
| 10Y | +180.8% | +54.7% | +126.1% | +96.5% |
| All | +240.0% | +18.8% | +221.3% | +93.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling