+73.0%
XLF vs ECHO
+408.9%
-335.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.4% |
| 7D | -2.9% | +2.3% | -5.2% | -3.0% |
| 30D | -1.6% | +4.4% | -6.0% | -1.8% |
| 3M | +9.3% | -20.3% | +29.6% | +10.2% |
| 6M | +14.6% | -15.3% | +29.9% | +15.0% |
| YTD | +4.7% | -15.5% | +20.2% | +5.0% |
| 1Y | +8.6% | +15.0% | -6.3% | +7.2% |
| All | +73.0% | +408.9% | -335.8% | +54.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling