+233.8%
XOM vs ECHO
+229.4%
+4.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.0% | -3.3% | +0.1% |
| 7D | -2.4% | +8.6% | -10.9% | -3.6% |
| 30D | +5.7% | +3.8% | +1.9% | +5.0% |
| 3M | +6.6% | -19.9% | +26.5% | +9.5% |
| 6M | +7.7% | -12.1% | +19.7% | +8.0% |
| YTD | +36.2% | -14.1% | +50.2% | +36.3% |
| 1Y | +50.5% | +15.9% | +34.6% | +42.6% |
| 3Y | +53.4% | +417.8% | -364.5% | -10.4% |
| 5Y | +254.2% | +259.3% | -5.1% | +122.2% |
| 10Y | +177.9% | +192.7% | -14.8% | +79.1% |
| All | +233.8% | +229.4% | +4.4% | +68.9% |
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