+424.5%
ECHO vs XPO
+161.8%
+262.7%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.6% | +5.6% | +4.5% |
| 7D | +8.6% | +2.7% | +5.9% | +7.6% |
| 30D | +3.8% | -6.2% | +9.9% | +5.8% |
| 3M | -19.9% | -15.4% | -4.5% | -15.8% |
| 6M | -12.1% | +0.7% | -12.8% | -12.5% |
| YTD | -14.1% | +39.8% | -53.9% | -23.0% |
| 1Y | +15.9% | +43.3% | -27.4% | +2.3% |
| All | +424.5% | +161.8% | +262.7% | +274.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling