+139.5%
XLP vs ECHO
+144.4%
-4.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.9% | -0.5% | +1.3% |
| 7D | +2.5% | +5.7% | -3.2% | +2.3% |
| 30D | +7.3% | +13.8% | -6.5% | +6.6% |
| 3M | +8.1% | +9.1% | -1.0% | +7.5% |
| 6M | +10.5% | -24.9% | +35.4% | +11.6% |
| YTD | +21.2% | -8.0% | +29.2% | +20.9% |
| 1Y | +22.7% | +42.9% | -20.2% | +19.6% |
| 3Y | +44.8% | +926.7% | -881.9% | +13.7% |
| 5Y | +44.7% | +230.4% | -185.6% | +29.5% |
| All | +139.5% | +144.4% | -4.8% | +124.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling