+258.3%
ECHO vs XRT
+583.8%
-325.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.7% | +7.0% | +6.2% |
| 7D | -2.4% | +0.9% | -3.3% | -3.1% |
| 30D | -3.1% | +7.9% | -11.1% | -7.8% |
| 3M | +8.7% | -0.2% | +8.9% | +8.0% |
| 6M | -24.8% | +5.6% | -30.3% | -27.7% |
| YTD | -13.0% | +5.7% | -18.6% | -16.5% |
| 1Y | +33.9% | +14.6% | +19.3% | +22.7% |
| 3Y | +791.8% | +50.7% | +741.1% | +609.0% |
| 5Y | +261.7% | -4.8% | +266.5% | +256.3% |
| 10Y | +157.3% | +152.6% | +4.7% | +39.2% |
| All | +258.3% | +583.8% | -325.5% | +10.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling