+39.2%
XLK vs ECHO
+17.8%
+21.4%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +1.1% |
| 7D | +0.2% | +3.7% | -3.5% | -0.4% |
| 30D | -0.6% | +0.7% | -1.3% | -0.8% |
| 3M | +2.6% | -27.3% | +29.9% | +6.5% |
| 6M | +34.0% | -17.0% | +50.9% | +35.4% |
| YTD | +30.7% | -14.3% | +45.0% | +30.8% |
| 1Y | +39.2% | +20.9% | +18.3% | +32.4% |
| All | +39.2% | +17.8% | +21.4% | +32.4% |
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 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