+186.0%
XLE vs ECHO
+216.6%
-30.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +2.2% | +3.4% | -1.2% | +1.5% |
| 30D | +11.8% | +2.4% | +9.4% | +11.1% |
| 3M | +9.8% | -28.0% | +37.8% | +16.4% |
| 6M | +15.6% | -21.2% | +36.8% | +18.8% |
| YTD | +45.3% | -17.4% | +62.6% | +46.6% |
| 1Y | +48.3% | +33.6% | +14.7% | +32.8% |
| 3Y | +55.4% | +419.7% | -364.2% | -26.0% |
| 5Y | +216.1% | +241.7% | -25.6% | +69.1% |
| 10Y | +178.4% | +180.8% | -2.4% | +55.1% |
| All | +186.0% | +216.6% | -30.6% | +11.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling