+64.9%
XLC vs ECHO
+842.2%
-777.3%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +6.9% | -4.5% | +2.2% |
| 7D | +7.1% | +3.0% | +4.1% | +6.9% |
| 30D | -2.7% | +6.7% | -9.4% | -3.1% |
| 3M | -3.2% | +12.4% | -15.6% | -3.8% |
| 6M | -7.7% | -20.4% | +12.8% | -7.0% |
| YTD | -8.0% | -6.9% | -1.1% | -8.1% |
| 1Y | -3.1% | +37.7% | -40.8% | -4.7% |
| 3Y | +64.9% | +902.9% | -838.0% | +43.5% |
| All | +64.9% | +842.2% | -777.3% | +43.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling