+226.1%
XLI vs ECHO
+144.4%
+81.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -0.6% |
| 7D | +3.8% | +5.7% | -1.9% | +3.0% |
| 30D | +1.0% | +13.8% | -12.8% | -0.7% |
| 3M | -8.9% | +9.1% | -18.0% | -10.1% |
| 6M | -2.3% | -24.9% | +22.7% | +0.5% |
| YTD | +9.7% | -8.0% | +17.7% | +9.2% |
| 1Y | +12.3% | +42.9% | -30.6% | +5.4% |
| 3Y | +71.5% | +926.7% | -855.2% | -2.4% |
| 5Y | +70.2% | +230.4% | -160.2% | +29.2% |
| All | +226.1% | +144.4% | +81.7% | +162.3% |
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