+20.7%
XLK vs ECHO
+34.5%
-13.8%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.3% | +0.6% |
| 7D | -7.6% | +4.6% | -12.2% | -8.4% |
| 30D | -12.2% | +0.4% | -12.6% | -12.4% |
| 3M | -5.5% | +7.7% | -13.1% | -6.9% |
| 6M | +9.2% | -18.0% | +27.2% | +10.3% |
| YTD | +23.0% | -9.3% | +32.3% | +21.7% |
| 1Y | +20.7% | +34.2% | -13.5% | +14.0% |
| All | +20.7% | +34.5% | -13.8% | +14.0% |
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