+278.6%
ECHO vs UL
+201.2%
+77.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.5% |
| 7D | +5.7% | +1.1% | +4.6% | +5.3% |
| 30D | +13.8% | +4.5% | +9.3% | +11.4% |
| 3M | +9.1% | +6.5% | +2.6% | +5.9% |
| 6M | -24.9% | +18.2% | -43.1% | -30.5% |
| YTD | -8.0% | +4.7% | -12.7% | -11.2% |
| 1Y | +42.9% | +0.8% | +42.1% | +39.6% |
| 3Y | +926.7% | +35.9% | +890.8% | +780.2% |
| 5Y | +230.4% | +33.4% | +196.9% | +181.2% |
| 10Y | +145.9% | +106.9% | +39.0% | +67.5% |
| All | +278.6% | +201.2% | +77.4% | +82.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling