+12.3%
XLI vs ECHO
+45.5%
-33.2%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -0.6% |
| 7D | +3.8% | +5.7% | -1.9% | +3.1% |
| 30D | +1.0% | +13.8% | -12.8% | -0.4% |
| 3M | -8.9% | +9.1% | -18.0% | -9.9% |
| 6M | -2.3% | -24.9% | +22.7% | -0.5% |
| YTD | +9.7% | -8.0% | +17.7% | +8.3% |
| 1Y | +12.3% | +42.9% | -30.6% | +8.3% |
| All | +12.3% | +45.5% | -33.2% | +8.3% |
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 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