+159.8%
ECHO vs XRT
+147.6%
+12.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.3% | +3.1% |
| 7D | +2.2% | +4.1% | -1.9% | -0.2% |
| 30D | +9.8% | +9.9% | -0.1% | +3.5% |
| 3M | +16.8% | +2.3% | +14.6% | +14.5% |
| 6M | -18.1% | +9.6% | -27.7% | -23.1% |
| YTD | -4.2% | +9.1% | -13.3% | -9.9% |
| 1Y | +41.2% | +16.2% | +25.0% | +28.0% |
| 3Y | +943.7% | +60.1% | +883.6% | +699.1% |
| 5Y | +277.5% | -0.5% | +278.0% | +260.4% |
| 10Y | +159.8% | +145.1% | +14.6% | +32.8% |
| All | +159.8% | +147.6% | +12.2% | +32.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling