+198.0%
ECHO vs XRT
+124.6%
+73.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.2% | +6.2% | +5.3% |
| 7D | +8.6% | -0.3% | +8.8% | +8.7% |
| 30D | +3.8% | -5.6% | +9.4% | +7.1% |
| 3M | -19.9% | +2.5% | -22.4% | -21.3% |
| 6M | -12.1% | +3.7% | -15.7% | -14.4% |
| YTD | -14.1% | +1.0% | -15.0% | -15.0% |
| 1Y | +15.9% | -1.2% | +17.1% | +15.7% |
| 3Y | +417.8% | +43.4% | +374.5% | +325.6% |
| 5Y | +259.3% | -0.7% | +260.0% | +245.7% |
| All | +198.0% | +124.6% | +73.4% | +58.2% |
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 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