+254.8%
XLF vs ECHO
+229.4%
+25.4%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.0% | -5.4% | -2.2% |
| 7D | +0.2% | +8.6% | -8.4% | -1.6% |
| 30D | -0.5% | +3.8% | -4.3% | -1.4% |
| 3M | +10.6% | -19.9% | +30.5% | +15.1% |
| 6M | +14.3% | -12.1% | +26.4% | +15.2% |
| YTD | +5.5% | -14.1% | +19.6% | +6.0% |
| 1Y | +9.6% | +15.9% | -6.3% | +2.0% |
| 3Y | +75.2% | +417.8% | -342.7% | -16.1% |
| 5Y | +65.5% | +259.3% | -193.8% | -12.8% |
| 10Y | +246.4% | +192.7% | +53.7% | +85.3% |
| All | +254.8% | +229.4% | +25.4% | +30.1% |
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