+250.2%
XLI vs ECHO
+193.4%
+56.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.8% |
| 7D | -2.3% | +2.3% | -4.6% | -2.6% |
| 30D | -8.2% | +4.4% | -12.6% | -8.7% |
| 3M | +0.8% | -20.3% | +21.1% | +3.3% |
| 6M | +0.8% | -15.3% | +16.2% | +2.1% |
| YTD | +10.5% | -15.5% | +26.0% | +11.5% |
| 1Y | +14.1% | +15.0% | -0.8% | +10.2% |
| 3Y | +68.6% | +409.1% | -340.6% | +12.7% |
| 5Y | +80.4% | +260.6% | -180.2% | +29.1% |
| All | +250.2% | +193.4% | +56.8% | +165.9% |
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