+153.6%
ECHO vs UAL
+94.5%
+59.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.0% | +3.2% | +4.6% |
| 7D | -2.4% | +8.2% | -10.5% | -4.8% |
| 30D | -3.1% | +2.3% | -5.5% | -4.0% |
| 3M | +8.7% | -12.7% | +21.4% | +12.7% |
| 6M | -24.8% | +12.7% | -37.5% | -28.4% |
| YTD | -13.0% | +0.8% | -13.8% | -15.7% |
| 1Y | +33.9% | +17.8% | +16.1% | +23.4% |
| 3Y | +791.8% | +206.7% | +585.1% | +493.6% |
| 5Y | +261.7% | +113.9% | +147.8% | +156.1% |
| All | +153.6% | +94.5% | +59.0% | +81.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL 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 10y: compounded portfolio wealth divided by compounded UAL 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…
10y analysis · Full analysis span regression · 6 months rolling