+140.3%
ECHO vs UL
+107.1%
+33.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.4% | -4.4% | -4.1% |
| 7D | +9.1% | -2.5% | +11.6% | +9.8% |
| 30D | +7.2% | +5.7% | +1.5% | +5.1% |
| 3M | +6.1% | +7.0% | -0.9% | +3.5% |
| 6M | -24.2% | +16.1% | -40.2% | -28.2% |
| YTD | -9.7% | +3.6% | -13.3% | -11.7% |
| 1Y | +40.9% | -1.4% | +42.3% | +39.7% |
| 3Y | +883.3% | +34.1% | +849.2% | +767.7% |
| 5Y | +224.2% | +32.0% | +192.2% | +184.5% |
| All | +140.3% | +107.1% | +33.2% | +103.9% |
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 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