+51.6%
XOM vs ECHO
+16.2%
+35.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.6% |
| 7D | +1.9% | +2.3% | -0.4% | +2.0% |
| 30D | +4.1% | +4.4% | -0.3% | +4.3% |
| 3M | +10.4% | -20.3% | +30.7% | +9.9% |
| 6M | +13.0% | -15.3% | +28.4% | +12.3% |
| YTD | +40.1% | -15.5% | +55.6% | +38.8% |
| All | +51.6% | +16.2% | +35.4% | +49.4% |
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 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