+763.3%
XBI vs ECHO
+229.4%
+533.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.0% | -5.2% | -1.9% |
| 7D | -0.9% | +8.6% | -9.5% | -2.5% |
| 30D | +2.9% | +3.8% | -0.9% | +2.1% |
| 3M | +26.2% | -19.9% | +46.1% | +31.0% |
| 6M | +30.7% | -12.1% | +42.8% | +32.3% |
| YTD | +32.9% | -14.1% | +47.0% | +34.4% |
| 1Y | +72.3% | +15.9% | +56.4% | +63.0% |
| 3Y | +107.2% | +417.8% | -310.7% | +11.0% |
| 5Y | +23.2% | +259.3% | -236.1% | -28.0% |
| 10Y | +158.5% | +192.7% | -34.2% | +53.0% |
| All | +763.3% | +229.4% | +533.9% | +314.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling