+178.1%
XLE vs ECHO
+256.8%
-78.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.9% | -6.4% | -0.9% |
| 7D | -7.9% | +3.0% | -10.9% | -8.6% |
| 30D | -4.8% | +6.7% | -11.5% | -6.4% |
| 3M | +8.4% | +12.4% | -4.0% | +5.1% |
| 6M | +12.7% | -20.4% | +33.1% | +16.0% |
| YTD | +41.3% | -6.9% | +48.2% | +38.4% |
| 1Y | +42.3% | +37.7% | +4.6% | +27.1% |
| 3Y | +65.1% | +902.9% | -837.8% | -35.9% |
| 5Y | +150.2% | +275.3% | -125.1% | +32.0% |
| 10Y | +163.9% | +159.0% | +4.9% | +55.9% |
| All | +178.1% | +256.8% | -78.6% | +5.0% |
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