+284.2%
XLU vs ECHO
+228.4%
+55.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.4% |
| 7D | -1.6% | +3.7% | -5.3% | -1.9% |
| 30D | -3.3% | +0.7% | -4.0% | -3.4% |
| 3M | -3.2% | -27.3% | +24.2% | -0.6% |
| 6M | -7.0% | -17.0% | +10.0% | -6.1% |
| YTD | +0.6% | -14.3% | +14.9% | +0.9% |
| 1Y | +2.4% | +20.9% | -18.5% | -0.9% |
| 3Y | +46.3% | +423.0% | -376.7% | +8.5% |
| 5Y | +44.0% | +265.7% | -221.7% | +10.8% |
| 10Y | +140.1% | +197.1% | -57.0% | +83.8% |
| All | +284.2% | +228.4% | +55.8% | +140.7% |
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