+192.5%
ECHO vs XYL
+150.5%
+42.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.2% |
| 7D | +3.7% | +1.2% | +2.5% | +3.2% |
| 30D | +0.7% | -11.9% | +12.6% | +6.9% |
| 3M | -27.3% | -1.5% | -25.8% | -27.4% |
| 6M | -17.0% | -11.9% | -5.1% | -12.7% |
| YTD | -14.3% | -20.6% | +6.3% | -6.0% |
| 1Y | +20.9% | -23.5% | +44.4% | +35.1% |
| 3Y | +423.0% | +14.9% | +408.1% | +374.9% |
| 5Y | +265.7% | -15.3% | +281.0% | +273.8% |
| All | +192.5% | +150.5% | +42.0% | +80.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling