+240.0%
ECHO vs UAL
+237.9%
+2.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.5% | -2.5% | -0.4% |
| 7D | +3.4% | +0.7% | +2.7% | +3.3% |
| 30D | +2.4% | -16.1% | +18.5% | +5.4% |
| 3M | -28.0% | +6.1% | -34.1% | -28.9% |
| 6M | -21.2% | +10.8% | -32.1% | -23.2% |
| YTD | -17.4% | -0.4% | -17.0% | -18.4% |
| 1Y | +33.6% | +5.0% | +28.6% | +30.4% |
| 3Y | +419.7% | +124.0% | +295.7% | +340.7% |
| 5Y | +241.7% | +141.0% | +100.7% | +181.2% |
| 10Y | +180.8% | +118.0% | +62.7% | +121.1% |
| All | +240.0% | +237.9% | +2.1% | +118.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling