+7.6%
XLF vs ECHO
+17.8%
-10.2%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.6% |
| 7D | -1.5% | +3.7% | -5.2% | -1.6% |
| 30D | -1.2% | +0.7% | -1.8% | -1.2% |
| 3M | +9.2% | -27.3% | +36.5% | +10.2% |
| 6M | +16.3% | -17.0% | +33.3% | +16.4% |
| YTD | +5.4% | -14.3% | +19.7% | +4.6% |
| 1Y | +7.6% | +20.9% | -13.3% | +3.2% |
| All | +7.6% | +17.8% | -10.2% | +3.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling