+248.8%
XLF vs ECHO
+197.5%
+51.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.5% |
| 7D | -1.5% | +3.7% | -5.2% | -2.0% |
| 30D | -1.2% | +0.7% | -1.8% | -1.3% |
| 3M | +9.2% | -27.3% | +36.5% | +13.4% |
| 6M | +16.3% | -17.0% | +33.3% | +17.9% |
| YTD | +5.4% | -14.3% | +19.7% | +5.8% |
| 1Y | +7.6% | +20.9% | -13.3% | +2.5% |
| 3Y | +74.2% | +423.0% | -348.8% | +10.6% |
| 5Y | +66.1% | +265.7% | -199.5% | +14.7% |
| All | +248.8% | +197.5% | +51.3% | +155.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling