+249.6%
ECHO vs XYL
-23.5%
+273.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | -0.1% | -1.2% |
| 7D | +3.6% | -5.9% | +9.5% | +6.1% |
| 30D | +7.5% | -7.3% | +14.8% | +9.4% |
| 3M | +16.2% | -22.5% | +38.7% | +27.8% |
| 6M | -20.9% | -14.4% | -6.4% | -17.4% |
| YTD | -6.0% | -29.4% | +23.4% | +6.3% |
| 1Y | +43.4% | -35.6% | +79.0% | +69.8% |
| 3Y | +924.0% | +0.3% | +923.8% | +876.4% |
| 5Y | +249.6% | -22.3% | +272.0% | +234.7% |
| All | +249.6% | -23.5% | +273.1% | +234.7% |
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 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