+167.7%
XLE vs ECHO
+182.2%
-14.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +2.2% | +3.4% | -1.2% | +1.7% |
| 30D | +11.8% | +2.4% | +9.4% | +11.3% |
| 3M | +9.8% | -28.0% | +37.8% | +14.1% |
| 6M | +15.6% | -21.2% | +36.8% | +17.7% |
| YTD | +45.3% | -17.4% | +62.6% | +46.2% |
| 1Y | +48.3% | +33.6% | +14.7% | +37.9% |
| 3Y | +55.4% | +419.7% | -364.2% | -6.7% |
| 5Y | +216.1% | +241.7% | -25.6% | +113.8% |
| All | +167.7% | +182.2% | -14.5% | +83.8% |
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