+46.0%
XOM vs ECHO
+40.1%
+5.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | +1.8% | +3.4% | -1.6% | +1.9% |
| 30D | +5.9% | +2.4% | +3.5% | +5.9% |
| 3M | +5.6% | -28.0% | +33.5% | +5.0% |
| 6M | +7.9% | -21.2% | +29.1% | +7.3% |
| YTD | +35.2% | -17.4% | +52.6% | +34.1% |
| 1Y | +46.0% | +33.6% | +12.4% | +44.6% |
| All | +46.0% | +40.1% | +5.9% | +44.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling