+19.9%
XBI vs ECHO
+262.7%
-242.8%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.5% |
| 7D | -4.6% | +3.7% | -8.4% | -5.0% |
| 30D | -2.0% | +0.7% | -2.7% | -2.1% |
| 3M | +17.8% | -27.3% | +45.1% | +21.0% |
| 6M | +23.7% | -17.0% | +40.7% | +25.2% |
| YTD | +28.2% | -14.3% | +42.5% | +29.1% |
| 1Y | +64.0% | +20.9% | +43.1% | +59.7% |
| 3Y | +99.4% | +423.0% | -323.6% | +49.7% |
| All | +19.9% | +262.7% | -242.8% | -3.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling