+294.4%
ECHO vs UL
+200.0%
+94.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.2% | +3.1% | +3.0% |
| 7D | +2.2% | +2.6% | -0.4% | +1.1% |
| 30D | +9.8% | +6.8% | +3.1% | +6.6% |
| 3M | +16.8% | +5.7% | +11.1% | +13.7% |
| 6M | -18.1% | +15.9% | -34.0% | -23.6% |
| YTD | -4.2% | +4.3% | -8.4% | -7.3% |
| 1Y | +41.2% | -0.4% | +41.7% | +38.6% |
| 3Y | +943.7% | +35.0% | +908.7% | +797.1% |
| 5Y | +277.5% | +31.6% | +245.9% | +223.0% |
| 10Y | +159.8% | +104.6% | +55.1% | +77.8% |
| All | +294.4% | +200.0% | +94.4% | +89.8% |
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