+241.6%
ECHO vs XRT
-1.0%
+242.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.6% |
| 7D | +3.4% | +0.8% | +2.6% | +2.9% |
| 30D | +2.4% | -4.2% | +6.5% | +5.0% |
| 3M | -28.0% | +5.1% | -33.0% | -30.4% |
| 6M | -21.2% | +2.4% | -23.7% | -22.8% |
| YTD | -17.4% | +3.2% | -20.6% | -19.5% |
| 1Y | +33.6% | +1.5% | +32.1% | +31.2% |
| 3Y | +419.7% | +40.6% | +379.1% | +324.7% |
| All | +241.6% | -1.0% | +242.6% | +217.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling