+264.7%
XOM vs ECHO
+253.4%
+11.3%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.6% |
| 7D | +1.9% | +2.3% | -0.4% | +1.8% |
| 30D | +4.1% | +4.4% | -0.3% | +3.9% |
| 3M | +10.4% | -20.3% | +30.7% | +11.1% |
| 6M | +13.0% | -15.3% | +28.4% | +13.2% |
| YTD | +40.1% | -15.5% | +55.6% | +40.1% |
| 1Y | +51.1% | +15.0% | +36.2% | +49.3% |
| 3Y | +57.7% | +409.1% | -351.4% | +40.2% |
| 5Y | +264.7% | +260.6% | +4.1% | +236.1% |
| All | +264.7% | +253.4% | +11.3% | +236.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling