+43.4%
ECHO vs UAL
+23.5%
+19.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | -0.1% | -1.5% |
| 7D | +3.6% | +2.3% | +1.4% | +3.2% |
| 30D | +7.5% | +13.3% | -5.9% | +4.6% |
| 3M | +16.2% | -6.3% | +22.4% | +17.2% |
| 6M | -20.9% | +22.5% | -43.4% | -24.2% |
| YTD | -6.0% | +5.9% | -11.8% | -10.6% |
| 1Y | +43.4% | +24.7% | +18.7% | +31.9% |
| All | +43.4% | +23.5% | +19.8% | +31.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling