+139.9%
XLC vs ECHO
+147.2%
-7.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | -0.4% |
| 7D | -1.4% | +5.3% | -6.8% | -1.9% |
| 30D | -0.9% | +2.4% | -3.3% | -1.2% |
| 3M | -0.3% | -21.8% | +21.5% | +1.9% |
| 6M | -5.2% | -16.9% | +11.7% | -4.0% |
| YTD | -5.3% | -16.0% | +10.7% | -4.6% |
| 1Y | -2.8% | +9.3% | -12.1% | -5.1% |
| 3Y | +71.2% | +406.2% | -335.0% | +23.4% |
| 5Y | +37.6% | +251.0% | -213.4% | +5.7% |
| All | +139.9% | +147.2% | -7.4% | +94.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling