+33.6%
ECHO vs UL
-8.6%
+42.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +3.4% | -1.3% | +4.7% | +3.2% |
| 30D | +2.4% | +0.5% | +1.9% | +2.6% |
| 3M | -28.0% | +17.6% | -45.6% | -25.9% |
| 6M | -21.2% | -5.4% | -15.9% | -20.7% |
| YTD | -17.4% | +0.7% | -18.1% | -16.3% |
| 1Y | +33.6% | -9.3% | +42.8% | +36.9% |
| All | +33.6% | -8.6% | +42.2% | +36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 1y: compounded portfolio wealth divided by compounded UL 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…
1y analysis · Full analysis span regression · 6 months rolling