+144.9%
ECHO vs UDR
+54.6%
+90.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.5% |
| 7D | +5.7% | -0.4% | +6.1% | +5.9% |
| 30D | +13.8% | +7.8% | +6.1% | +9.7% |
| 3M | +9.1% | -2.8% | +11.9% | +10.1% |
| 6M | -24.9% | -1.4% | -23.5% | -25.2% |
| YTD | -8.0% | +3.4% | -11.4% | -10.8% |
| 1Y | +42.9% | +9.9% | +33.0% | +34.4% |
| 3Y | +926.7% | +28.5% | +898.2% | +802.4% |
| 5Y | +230.4% | -20.5% | +250.9% | +251.2% |
| All | +144.9% | +54.6% | +90.2% | +114.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UDR.
Daily Out/Under-Performance
Portfolio return minus UDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UDR 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 UDR 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