+949.3%
ECHO vs XYL
+0.5%
+948.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | -0.1% | -1.2% |
| 7D | +3.6% | -5.9% | +9.5% | +5.9% |
| 30D | +7.5% | -7.3% | +14.8% | +9.1% |
| 3M | +16.2% | -22.5% | +38.7% | +28.0% |
| 6M | -20.9% | -14.4% | -6.4% | -17.8% |
| YTD | -6.0% | -29.4% | +23.4% | +6.7% |
| 1Y | +43.4% | -35.6% | +79.0% | +72.9% |
| All | +949.3% | +0.5% | +948.8% | +829.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling