+390.0%
XLP vs ECHO
+216.6%
+173.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -1.0% | +3.4% | -4.4% | -1.3% |
| 30D | -0.9% | +2.4% | -3.2% | -1.1% |
| 3M | +3.8% | -28.0% | +31.8% | +6.2% |
| 6M | -1.7% | -21.2% | +19.5% | -0.5% |
| YTD | +10.3% | -17.4% | +27.6% | +10.9% |
| 1Y | +7.8% | +33.6% | -25.8% | +3.7% |
| 3Y | +27.2% | +419.7% | -392.5% | -2.2% |
| 5Y | +32.5% | +241.7% | -209.2% | +6.6% |
| 10Y | +101.8% | +180.8% | -79.0% | +61.6% |
| All | +390.0% | +216.6% | +173.4% | +233.5% |
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