+76.1%
XBI vs ECHO
+40.1%
+35.9%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.4% | -0.3% |
| 7D | +0.9% | +3.4% | -2.5% | +0.5% |
| 30D | +7.1% | +2.4% | +4.7% | +6.7% |
| 3M | +22.9% | -28.0% | +50.9% | +26.2% |
| 6M | +29.7% | -21.2% | +51.0% | +31.8% |
| YTD | +34.5% | -17.4% | +51.9% | +36.8% |
| 1Y | +76.1% | +33.6% | +42.5% | +80.4% |
| All | +76.1% | +40.1% | +35.9% | +80.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ECHO.
Daily Out/Under-Performance
Portfolio return minus ECHO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECHO 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 ECHO 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