+425.3%
XLP vs ECHO
+233.6%
+191.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.1% | +2.0% | -1.7% |
| 7D | +0.7% | -2.4% | +3.1% | +0.9% |
| 30D | +10.3% | -3.1% | +13.4% | +10.4% |
| 3M | +6.5% | +8.7% | -2.2% | +5.6% |
| 6M | +8.4% | -24.8% | +33.1% | +10.2% |
| YTD | +18.2% | -13.0% | +31.2% | +18.2% |
| 1Y | +22.4% | +33.9% | -11.5% | +17.9% |
| 3Y | +41.9% | +791.8% | -749.9% | +2.1% |
| 5Y | +40.9% | +261.7% | -220.8% | +12.7% |
| 10Y | +128.4% | +157.3% | -28.9% | +86.4% |
| All | +425.3% | +233.6% | +191.7% | +255.4% |
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