+191.3%
ECHO vs XRT
+120.9%
+70.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | -1.3% |
| 7D | +5.3% | -2.4% | +7.7% | +6.8% |
| 30D | +2.4% | -6.9% | +9.4% | +6.6% |
| 3M | -21.8% | -0.4% | -21.4% | -21.9% |
| 6M | -16.9% | +2.2% | -19.2% | -18.4% |
| YTD | -16.0% | -0.7% | -15.3% | -16.1% |
| 1Y | +9.3% | -2.0% | +11.3% | +9.7% |
| 3Y | +406.2% | +41.0% | +365.2% | +320.0% |
| 5Y | +251.0% | -3.3% | +254.3% | +242.8% |
| 10Y | +191.3% | +124.8% | +66.4% | +56.2% |
| All | +191.3% | +120.9% | +70.3% | +56.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded XRT 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling