+42.9%
ECHO vs XYL
-36.2%
+79.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.9% |
| 7D | +5.7% | -3.7% | +9.4% | +5.8% |
| 30D | +13.8% | -8.3% | +22.1% | +13.7% |
| 3M | +9.1% | -21.4% | +30.5% | +9.8% |
| 6M | -24.9% | -12.9% | -12.0% | -25.6% |
| YTD | -8.0% | -30.1% | +22.1% | -8.8% |
| 1Y | +42.9% | -35.2% | +78.1% | +48.7% |
| All | +42.9% | -36.2% | +79.1% | +48.7% |
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