+159.0%
ECHO vs UAL
+106.7%
+52.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +6.8% | +0.2% | +4.9% |
| 7D | +3.0% | +10.2% | -7.2% | 0.0% |
| 30D | +6.7% | +12.0% | -5.3% | +2.9% |
| 3M | +12.4% | -7.1% | +19.5% | +14.4% |
| 6M | -20.4% | +20.9% | -41.3% | -25.8% |
| YTD | -6.9% | +7.7% | -14.6% | -11.6% |
| 1Y | +37.7% | +23.6% | +14.2% | +25.1% |
| 3Y | +902.9% | +222.6% | +680.3% | +557.6% |
| 5Y | +275.3% | +127.9% | +147.4% | +160.8% |
| 10Y | +159.0% | +100.2% | +58.8% | +81.4% |
| All | +159.0% | +106.7% | +52.3% | +81.4% |
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