+14.1%
XLI vs ECHO
+10.0%
+4.1%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.8% |
| 7D | -2.3% | +2.3% | -4.6% | -2.5% |
| 30D | -8.2% | +4.4% | -12.6% | -8.6% |
| 3M | +0.8% | -20.3% | +21.1% | +2.5% |
| 6M | +0.8% | -15.3% | +16.2% | +1.6% |
| YTD | +10.5% | -15.5% | +26.0% | +10.5% |
| 1Y | +14.1% | +15.0% | -0.8% | +11.0% |
| All | +14.1% | +10.0% | +4.1% | +11.0% |
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