+41.0%
XLE vs ECHO
+36.9%
+4.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.9% | -6.4% | +0.7% |
| 7D | -7.9% | +3.0% | -10.9% | -7.8% |
| 30D | -4.8% | +6.7% | -11.5% | -4.6% |
| 3M | +8.4% | +12.4% | -4.0% | +8.9% |
| 6M | +12.7% | -20.4% | +33.1% | +12.6% |
| YTD | +41.3% | -6.9% | +48.2% | +40.9% |
| All | +41.0% | +36.9% | +4.1% | +41.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling