+251.0%
ECHO vs XPO
+262.4%
-11.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.1% | +0.8% | -1.4% |
| 7D | +5.3% | -0.9% | +6.3% | +5.5% |
| 30D | +2.4% | -8.1% | +10.5% | +4.8% |
| 3M | -21.8% | -19.0% | -2.8% | -17.3% |
| 6M | -16.9% | -5.2% | -11.7% | -16.0% |
| YTD | -16.0% | +35.6% | -51.6% | -23.2% |
| 1Y | +9.3% | +41.1% | -31.8% | -1.7% |
| 3Y | +406.2% | +157.9% | +248.3% | +282.7% |
| 5Y | +251.0% | +265.6% | -14.7% | +119.6% |
| All | +251.0% | +262.4% | -11.5% | +119.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling