+271.6%
ECHO vs XPO
+12,292.9%
-12,021.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.2% | -3.8% | -3.9% |
| 7D | +9.1% | +6.9% | +2.3% | +7.7% |
| 30D | +7.2% | +4.1% | +3.1% | +6.3% |
| 3M | +6.1% | -9.7% | +15.8% | +8.2% |
| 6M | -24.2% | -3.8% | -20.4% | -23.7% |
| YTD | -9.7% | +38.8% | -48.5% | -16.0% |
| 1Y | +40.9% | +34.2% | +6.7% | +31.9% |
| 3Y | +883.3% | +126.9% | +756.4% | +712.9% |
| 5Y | +224.2% | +297.5% | -73.3% | +132.8% |
| 10Y | +141.3% | +1,260.5% | -1,119.2% | +36.9% |
| All | +271.6% | +12,292.9% | -12,021.3% | +51.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling