+436.2%
XLP vs ECHO
+247.7%
+188.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -3.3% | +6.6% | +3.6% |
| 7D | +5.9% | +4.6% | +1.3% | +5.5% |
| 30D | +13.5% | +0.4% | +13.0% | +13.3% |
| 3M | +8.4% | +7.7% | +0.7% | +7.5% |
| 6M | +11.5% | -18.0% | +29.6% | +12.6% |
| YTD | +20.6% | -9.3% | +29.9% | +20.2% |
| 1Y | +24.3% | +34.2% | -9.9% | +19.7% |
| 3Y | +45.1% | +538.7% | -493.7% | +8.9% |
| 5Y | +44.6% | +279.9% | -235.3% | +15.2% |
| 10Y | +133.1% | +168.2% | -35.1% | +89.6% |
| All | +436.2% | +247.7% | +188.5% | +261.6% |
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 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