+34.2%
ECHO vs ULTA
+27.7%
+6.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +4.1% | -7.3% | -3.9% |
| 7D | +4.6% | +6.7% | -2.1% | +3.5% |
| 30D | +0.4% | +21.7% | -21.3% | -3.4% |
| 3M | +7.7% | +21.5% | -13.8% | +3.6% |
| 6M | -18.0% | +27.5% | -45.6% | -21.8% |
| YTD | -9.3% | +9.2% | -18.5% | -10.5% |
| 1Y | +34.2% | +27.9% | +6.3% | +21.3% |
| All | +34.2% | +27.7% | +6.5% | +21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA 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 ULTA 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