+251.0%
ECHO vs XYL
-15.4%
+266.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.2% | -1.8% |
| 7D | +5.3% | +0.8% | +4.5% | +5.0% |
| 30D | +2.4% | -10.8% | +13.3% | +7.4% |
| 3M | -21.8% | -2.5% | -19.3% | -21.6% |
| 6M | -16.9% | -12.2% | -4.7% | -13.0% |
| YTD | -16.0% | -20.1% | +4.1% | -9.0% |
| 1Y | +9.3% | -20.6% | +29.9% | +18.6% |
| 3Y | +406.2% | +17.3% | +388.9% | +363.5% |
| 5Y | +251.0% | -14.5% | +265.5% | +197.6% |
| All | +251.0% | -15.4% | +266.4% | +197.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling