+176.7%
XLE vs ECHO
+233.6%
-56.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.2% | -5.2% | -1.1% |
| 7D | -12.0% | -2.4% | -9.6% | -11.6% |
| 30D | -2.7% | -3.1% | +0.4% | -2.5% |
| 3M | +6.6% | +8.7% | -2.1% | +4.1% |
| 6M | +9.5% | -24.8% | +34.3% | +14.1% |
| YTD | +40.6% | -13.0% | +53.5% | +39.6% |
| 1Y | +43.6% | +33.9% | +9.7% | +29.0% |
| 3Y | +58.1% | +791.8% | -733.7% | -36.6% |
| 5Y | +152.2% | +261.7% | -109.5% | +33.0% |
| 10Y | +172.9% | +157.3% | +15.6% | +59.3% |
| All | +176.7% | +233.6% | -56.9% | +5.9% |
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 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