+80.9%
XLI vs ECHO
+252.6%
-171.7%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.7% | -1.4% |
| 7D | -0.6% | +5.3% | -5.9% | -0.9% |
| 30D | -6.9% | +2.4% | -9.4% | -7.1% |
| 3M | -1.9% | -21.8% | +19.9% | -0.5% |
| 6M | +1.0% | -16.9% | +17.9% | +1.9% |
| YTD | +11.3% | -16.0% | +27.3% | +11.9% |
| 1Y | +15.8% | +9.3% | +6.5% | +14.3% |
| 3Y | +69.8% | +406.2% | -336.4% | +41.5% |
| 5Y | +80.9% | +251.0% | -170.1% | +57.2% |
| All | +80.9% | +252.6% | -171.7% | +57.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling