+284.0%
XLB vs ECHO
+260.3%
+23.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +0.7% |
| 7D | -1.6% | +3.6% | -5.3% | -2.4% |
| 30D | +7.2% | +7.5% | -0.2% | +5.4% |
| 3M | 0.0% | +16.2% | -16.1% | -3.2% |
| 6M | +2.3% | -20.9% | +23.2% | +5.3% |
| YTD | +18.4% | -6.0% | +24.4% | +16.7% |
| 1Y | +23.3% | +43.4% | -20.0% | +11.7% |
| 3Y | +45.2% | +924.0% | -878.9% | -34.1% |
| 5Y | +31.0% | +249.6% | -218.7% | -20.4% |
| 10Y | +168.8% | +151.3% | +17.5% | +72.8% |
| All | +284.0% | +260.3% | +23.7% | +61.1% |
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