+278.6%
ECHO vs UDR
+323.4%
-44.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.6% |
| 7D | +5.7% | -0.4% | +6.1% | +5.8% |
| 30D | +13.8% | +7.8% | +6.1% | +11.0% |
| 3M | +9.1% | -2.8% | +11.9% | +9.8% |
| 6M | -24.9% | -1.4% | -23.5% | -25.1% |
| YTD | -8.0% | +3.4% | -11.4% | -9.7% |
| 1Y | +42.9% | +9.9% | +33.0% | +37.4% |
| 3Y | +926.7% | +28.5% | +898.2% | +845.3% |
| 5Y | +230.4% | -20.5% | +250.9% | +248.5% |
| 10Y | +145.9% | +54.2% | +91.6% | +111.3% |
| All | +278.6% | +323.4% | -44.7% | +165.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling