+240.0%
ECHO vs XRT
+567.8%
-327.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.5% |
| 7D | +3.4% | +0.8% | +2.6% | +2.9% |
| 30D | +2.4% | -4.2% | +6.5% | +4.7% |
| 3M | -28.0% | +5.1% | -33.0% | -30.1% |
| 6M | -21.2% | +2.4% | -23.7% | -22.6% |
| YTD | -17.4% | +3.2% | -20.6% | -19.2% |
| 1Y | +33.6% | +1.5% | +32.1% | +31.6% |
| 3Y | +419.7% | +40.6% | +379.1% | +333.2% |
| 5Y | +241.7% | -1.0% | +242.7% | +231.3% |
| 10Y | +180.8% | +128.4% | +52.3% | +61.4% |
| All | +240.0% | +567.8% | -327.8% | +7.2% |
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 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