+258.3%
ECHO vs UAL
+242.0%
+16.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.0% | +3.2% | +4.9% |
| 7D | -2.4% | +8.2% | -10.5% | -3.8% |
| 30D | -3.1% | +2.3% | -5.5% | -3.6% |
| 3M | +8.7% | -12.7% | +21.4% | +11.0% |
| 6M | -24.8% | +12.7% | -37.5% | -26.7% |
| YTD | -13.0% | +0.8% | -13.8% | -14.3% |
| 1Y | +33.9% | +17.8% | +16.1% | +28.2% |
| 3Y | +791.8% | +206.7% | +585.1% | +619.2% |
| 5Y | +261.7% | +113.9% | +147.8% | +202.6% |
| 10Y | +157.3% | +97.0% | +60.3% | +104.4% |
| All | +258.3% | +242.0% | +16.3% | +129.6% |
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