+34.2%
ECHO vs XYL
-30.7%
+64.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +5.0% | -8.2% | -3.3% |
| 7D | +4.6% | +14.5% | -9.9% | +4.1% |
| 30D | +0.4% | -1.3% | +1.8% | +0.2% |
| 3M | +7.7% | -17.0% | +24.6% | +8.4% |
| 6M | -18.0% | -11.3% | -6.7% | -18.0% |
| YTD | -9.3% | -25.0% | +15.7% | -10.3% |
| 1Y | +34.2% | -31.5% | +65.8% | +42.6% |
| All | +34.2% | -30.7% | +64.9% | +42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 1y: compounded portfolio wealth divided by compounded XYL 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…
1y analysis · Full analysis span regression · 6 months rolling