+552.6%
XLV vs ECHO
+228.4%
+324.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.3% |
| 7D | -3.6% | +3.7% | -7.3% | -3.9% |
| 30D | -1.8% | +0.7% | -2.5% | -1.9% |
| 3M | +7.8% | -27.3% | +35.1% | +11.2% |
| 6M | +9.1% | -17.0% | +26.1% | +10.3% |
| YTD | +7.7% | -14.3% | +22.0% | +8.2% |
| 1Y | +20.4% | +20.9% | -0.5% | +16.0% |
| 3Y | +30.8% | +423.0% | -392.2% | -7.7% |
| 5Y | +34.6% | +265.7% | -231.1% | -0.6% |
| 10Y | +173.4% | +197.1% | -23.7% | +101.9% |
| All | +552.6% | +228.4% | +324.2% | +304.9% |
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