+550.7%
XLI vs ECHO
+216.6%
+334.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -1.1% | +3.4% | -4.5% | -1.7% |
| 30D | -5.9% | +2.4% | -8.3% | -6.4% |
| 3M | -0.3% | -28.0% | +27.7% | +5.2% |
| 6M | +0.1% | -21.2% | +21.4% | +3.2% |
| YTD | +13.6% | -17.4% | +31.0% | +15.3% |
| 1Y | +17.2% | +33.6% | -16.4% | +7.6% |
| 3Y | +68.2% | +419.7% | -351.5% | -7.1% |
| 5Y | +80.7% | +241.7% | -161.0% | +9.8% |
| 10Y | +253.3% | +180.8% | +72.5% | +118.0% |
| All | +550.7% | +216.6% | +334.1% | +202.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling