+135.8%
XLC vs ECHO
+176.7%
-40.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.7% | +1.0% |
| 7D | +3.5% | +3.6% | -0.2% | +3.0% |
| 30D | -2.6% | +7.5% | -10.0% | -3.5% |
| 3M | -2.1% | +16.2% | -18.2% | -3.8% |
| 6M | -5.5% | -20.9% | +15.4% | -3.9% |
| YTD | -6.9% | -6.0% | -0.9% | -7.5% |
| 1Y | -3.7% | +43.4% | -47.1% | -8.7% |
| 3Y | +64.2% | +924.0% | -859.9% | +3.6% |
| 5Y | +43.0% | +249.6% | -206.6% | +12.3% |
| All | +135.8% | +176.7% | -40.9% | +88.8% |
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