+192.7%
ECHO vs UAL
+103.3%
+89.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.8% | +6.9% | +4.9% |
| 7D | +8.6% | +3.4% | +5.1% | +7.4% |
| 30D | +3.8% | -16.5% | +20.2% | +9.3% |
| 3M | -19.9% | +2.8% | -22.7% | -21.1% |
| 6M | -12.1% | +17.6% | -29.6% | -17.7% |
| YTD | -14.1% | -3.2% | -10.9% | -15.5% |
| 1Y | +15.9% | +0.4% | +15.4% | +12.0% |
| 3Y | +417.8% | +128.2% | +289.7% | +276.0% |
| 5Y | +259.3% | +137.7% | +121.6% | +147.3% |
| 10Y | +192.7% | +99.1% | +93.6% | +89.9% |
| All | +192.7% | +103.3% | +89.4% | +89.9% |
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