+417.8%
ECHO vs UL
+24.1%
+393.8%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.0% | +5.1% | +4.1% |
| 7D | +8.6% | -1.3% | +9.9% | +8.7% |
| 30D | +3.8% | +0.9% | +2.8% | +3.6% |
| 3M | -19.9% | +14.2% | -34.1% | -21.5% |
| 6M | -12.1% | -3.2% | -8.9% | -10.7% |
| YTD | -14.1% | -0.3% | -13.7% | -13.7% |
| 1Y | +15.9% | -8.8% | +24.6% | +19.1% |
| 3Y | +417.8% | +23.9% | +394.0% | +400.2% |
| All | +417.8% | +24.1% | +393.8% | +400.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling