+31.6%
XLB vs ECHO
+288.7%
-257.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.9% | -3.1% | -0.4% |
| 7D | +0.5% | +2.2% | -1.7% | +0.3% |
| 30D | +6.9% | +9.8% | -2.9% | +6.1% |
| 3M | -0.2% | +16.8% | -17.0% | -1.4% |
| 6M | +3.3% | -18.1% | +21.4% | +4.2% |
| YTD | +18.0% | -4.2% | +22.2% | +17.4% |
| 1Y | +24.2% | +41.2% | -17.0% | +20.2% |
| 3Y | +44.7% | +943.7% | -899.0% | +7.3% |
| 5Y | +31.6% | +277.5% | -246.0% | +13.5% |
| All | +31.6% | +288.7% | -257.1% | +13.5% |
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