+46.3%
XLU vs ECHO
+416.0%
-369.8%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.3% |
| 7D | -1.6% | +3.7% | -5.3% | -1.7% |
| 30D | -3.3% | +0.7% | -4.0% | -3.3% |
| 3M | -3.2% | -27.3% | +24.2% | -2.5% |
| 6M | -7.0% | -17.0% | +10.0% | -6.8% |
| YTD | +0.6% | -14.3% | +14.9% | +0.7% |
| 1Y | +2.4% | +20.9% | -18.5% | +1.6% |
| 3Y | +46.3% | +423.0% | -376.7% | +34.1% |
| All | +46.3% | +416.0% | -369.8% | +34.1% |
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