+188.4%
ECHO vs XPO
+1,517.7%
-1,329.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.9% |
| 7D | +2.3% | -1.3% | +3.6% | +2.6% |
| 30D | +4.4% | -10.4% | +14.8% | +7.5% |
| 3M | -20.3% | -15.7% | -4.6% | -16.6% |
| 6M | -15.3% | -6.3% | -9.0% | -14.1% |
| YTD | -15.5% | +34.2% | -49.7% | -22.8% |
| 1Y | +15.0% | +39.9% | -25.0% | +3.1% |
| 3Y | +409.1% | +155.2% | +253.9% | +275.4% |
| 5Y | +260.6% | +264.7% | -4.1% | +128.6% |
| All | +188.4% | +1,517.7% | -1,329.3% | +30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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