+278.1%
XLB vs ECHO
+216.6%
+61.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.4% | -0.3% |
| 7D | -1.4% | +3.4% | -4.8% | -2.0% |
| 30D | -0.4% | +2.4% | -2.7% | -0.9% |
| 3M | +2.0% | -28.0% | +29.9% | +7.6% |
| 6M | +1.8% | -21.2% | +23.1% | +4.9% |
| YTD | +16.6% | -17.4% | +34.0% | +18.3% |
| 1Y | +16.9% | +33.6% | -16.7% | +7.0% |
| 3Y | +32.6% | +419.7% | -387.1% | -28.2% |
| 5Y | +35.6% | +241.7% | -206.1% | -18.8% |
| 10Y | +160.0% | +180.8% | -20.7% | +56.6% |
| All | +278.1% | +216.6% | +61.5% | +63.3% |
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 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