+240.0%
ECHO vs UDR
+319.2%
-79.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +3.4% | -2.0% | +5.4% | +4.1% |
| 30D | +2.4% | -5.2% | +7.6% | +4.0% |
| 3M | -28.0% | -5.8% | -22.2% | -26.9% |
| 6M | -21.2% | -1.7% | -19.6% | -21.2% |
| YTD | -17.4% | +2.4% | -19.8% | -18.5% |
| 1Y | +33.6% | -2.1% | +35.7% | +33.5% |
| 3Y | +419.7% | +4.2% | +415.5% | +412.1% |
| 5Y | +241.7% | -20.0% | +261.7% | +260.3% |
| 10Y | +180.8% | +44.6% | +136.1% | +145.7% |
| All | +240.0% | +319.2% | -79.2% | +140.0% |
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