+72.4%
XLI vs ECHO
+417.6%
-345.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.0% | -4.5% | -0.7% |
| 7D | +1.0% | +8.6% | -7.6% | +0.6% |
| 30D | -5.8% | +3.8% | -9.6% | -6.0% |
| 3M | +0.7% | -19.9% | +20.6% | +1.6% |
| 6M | +3.2% | -12.1% | +15.2% | +3.5% |
| YTD | +13.0% | -14.1% | +27.1% | +13.4% |
| 1Y | +16.8% | +15.9% | +0.9% | +15.5% |
| All | +72.4% | +417.6% | -345.2% | +53.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling