+188.4%
ECHO vs UL
+65.6%
+122.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +1.0% |
| 7D | +2.3% | -4.1% | +6.4% | +3.5% |
| 30D | +4.4% | -1.2% | +5.6% | +4.6% |
| 3M | -20.3% | +6.0% | -26.3% | -22.1% |
| 6M | -15.3% | -5.5% | -9.9% | -14.4% |
| YTD | -15.5% | -3.3% | -12.2% | -15.4% |
| 1Y | +15.0% | -9.8% | +24.8% | +17.4% |
| 3Y | +409.1% | +20.1% | +389.0% | +367.8% |
| 5Y | +260.6% | +19.2% | +241.4% | +228.6% |
| All | +188.4% | +65.6% | +122.8% | +164.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling