+53.8%
XLE vs ECHO
+9.3%
+44.5%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.1% | +0.8% |
| 7D | +0.3% | +5.3% | -5.0% | +0.5% |
| 30D | +8.5% | +2.4% | +6.1% | +8.6% |
| 3M | +14.6% | -21.8% | +36.4% | +14.2% |
| 6M | +17.6% | -16.9% | +34.5% | +16.9% |
| YTD | +48.1% | -16.0% | +64.1% | +47.1% |
| 1Y | +53.8% | +9.3% | +44.5% | +49.9% |
| All | +53.8% | +9.3% | +44.5% | +49.9% |
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