+260.6%
ECHO vs UDR
-20.3%
+280.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +1.0% |
| 7D | +2.3% | -3.4% | +5.7% | +4.1% |
| 30D | +4.4% | -5.4% | +9.8% | +7.3% |
| 3M | -20.3% | -10.0% | -10.3% | -16.4% |
| 6M | -15.3% | -2.5% | -12.8% | -15.2% |
| YTD | -15.5% | -1.1% | -14.4% | -16.5% |
| 1Y | +15.0% | -3.9% | +18.9% | +15.3% |
| 3Y | +409.1% | +3.4% | +405.7% | +383.6% |
| 5Y | +260.6% | -18.9% | +279.5% | +278.2% |
| All | +260.6% | -20.3% | +280.9% | +278.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling