+44.0%
XLP vs ECHO
+227.9%
-183.8%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.9% | -0.5% | +1.4% |
| 7D | +2.5% | +5.7% | -3.2% | +2.4% |
| 30D | +7.3% | +13.8% | -6.5% | +7.0% |
| 3M | +8.1% | +9.1% | -1.0% | +7.8% |
| 6M | +10.5% | -24.9% | +35.4% | +11.1% |
| YTD | +21.2% | -8.0% | +29.2% | +21.1% |
| 1Y | +22.7% | +42.9% | -20.2% | +21.3% |
| 3Y | +44.8% | +926.7% | -881.9% | +27.4% |
| All | +44.0% | +227.9% | -183.8% | +40.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling