+44.0%
XLP vs ECHO
+842.2%
-798.2%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.9% | -6.0% | +0.9% |
| 7D | +0.1% | +3.0% | -2.9% | +0.1% |
| 30D | +8.9% | +6.7% | +2.2% | +8.9% |
| 3M | +7.5% | +12.4% | -4.9% | +7.4% |
| 6M | +9.4% | -20.4% | +29.9% | +9.7% |
| YTD | +19.3% | -6.9% | +26.2% | +19.3% |
| 1Y | +21.7% | +37.7% | -16.0% | +21.4% |
| 3Y | +44.0% | +902.9% | -858.9% | +40.7% |
| All | +44.0% | +842.2% | -798.2% | +40.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling