+360.6%
ECHO vs XYL
+449.8%
-89.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.1% | +0.9% |
| 7D | +3.4% | -5.0% | +8.5% | +5.8% |
| 30D | +2.4% | -13.2% | +15.6% | +9.0% |
| 3M | -28.0% | -3.7% | -24.2% | -27.3% |
| 6M | -21.2% | -17.7% | -3.6% | -14.8% |
| YTD | -17.4% | -21.5% | +4.1% | -9.3% |
| 1Y | +33.6% | -24.5% | +58.1% | +49.0% |
| 3Y | +419.7% | +6.9% | +412.7% | +391.0% |
| 5Y | +241.7% | -18.1% | +259.8% | +254.3% |
| 10Y | +180.8% | +134.7% | +46.0% | +79.7% |
| All | +360.6% | +449.8% | -89.2% | +111.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling