+100.2%
XBI vs ECHO
+408.9%
-308.7%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -1.6% |
| 7D | -4.6% | +2.3% | -6.9% | -4.8% |
| 30D | -0.8% | +4.4% | -5.2% | -1.1% |
| 3M | +21.8% | -20.3% | +42.1% | +23.4% |
| 6M | +23.2% | -15.3% | +38.5% | +24.1% |
| YTD | +28.7% | -15.5% | +44.2% | +29.5% |
| 1Y | +67.8% | +15.0% | +52.8% | +65.6% |
| All | +100.2% | +408.9% | -308.7% | +61.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling