+70.0%
XLE vs ECHO
+900.0%
-830.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +0.9% |
| 7D | +5.4% | +5.7% | -0.3% | +5.3% |
| 30D | -3.9% | +13.8% | -17.8% | -4.1% |
| 3M | +7.0% | +9.1% | -2.1% | +6.8% |
| 6M | +14.2% | -24.9% | +39.1% | +14.7% |
| YTD | +48.2% | -8.0% | +56.2% | +47.9% |
| 1Y | +47.7% | +42.9% | +4.8% | +45.8% |
| 3Y | +70.0% | +926.7% | -856.7% | +52.8% |
| All | +70.0% | +900.0% | -830.0% | +52.8% |
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 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