+778.8%
XLY vs ECHO
+223.8%
+555.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.5% |
| 7D | -3.9% | +2.3% | -6.2% | -4.3% |
| 30D | -6.1% | +4.4% | -10.5% | -6.9% |
| 3M | -1.2% | -20.3% | +19.1% | +2.3% |
| 6M | -1.8% | -15.3% | +13.6% | -0.2% |
| YTD | -5.9% | -15.5% | +9.6% | -4.9% |
| 1Y | -3.1% | +15.0% | -18.1% | -8.0% |
| 3Y | +36.0% | +409.1% | -373.2% | -22.1% |
| 5Y | +27.6% | +260.6% | -233.0% | -21.5% |
| 10Y | +216.8% | +193.0% | +23.8% | +95.6% |
| All | +778.8% | +223.8% | +555.0% | +323.4% |
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