+14.3%
ECHO vs UL
-8.7%
+23.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.6% | -2.5% |
| 7D | +5.3% | -3.2% | +8.6% | +4.8% |
| 30D | +2.4% | -0.6% | +3.0% | +2.4% |
| 3M | -21.8% | +9.4% | -31.2% | -20.6% |
| 6M | -16.9% | -4.1% | -12.8% | -15.8% |
| YTD | -16.0% | -2.0% | -14.0% | -15.4% |
| All | +14.3% | -8.7% | +23.0% | +16.5% |
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