+1,738.7%
XLK vs ECHO
+229.4%
+1,509.4%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.0% | -3.7% | -0.4% |
| 7D | +2.3% | +8.6% | -6.3% | +0.8% |
| 30D | -0.1% | +3.8% | -3.8% | -0.7% |
| 3M | +2.1% | -19.9% | +22.0% | +5.7% |
| 6M | +37.2% | -12.1% | +49.2% | +38.8% |
| YTD | +30.8% | -14.1% | +44.9% | +32.2% |
| 1Y | +42.6% | +15.9% | +26.8% | +36.2% |
| 3Y | +121.8% | +417.8% | -296.0% | +31.8% |
| 5Y | +145.7% | +259.3% | -113.6% | +56.7% |
| 10Y | +782.1% | +192.7% | +589.3% | +465.9% |
| All | +1,738.7% | +229.4% | +1,509.4% | +815.5% |
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