+192.5%
ECHO vs ULTA
+132.3%
+60.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.1% | -0.7% | +0.8% |
| 7D | +3.7% | -3.1% | +6.8% | +4.6% |
| 30D | +0.7% | +2.8% | -2.1% | -0.3% |
| 3M | -27.3% | +14.8% | -42.1% | -30.4% |
| 6M | -17.0% | -16.2% | -0.8% | -13.7% |
| YTD | -14.3% | -9.6% | -4.7% | -13.0% |
| 1Y | +20.9% | +4.8% | +16.1% | +17.6% |
| 3Y | +423.0% | +30.7% | +392.3% | +364.1% |
| 5Y | +265.7% | +45.9% | +219.8% | +205.6% |
| All | +192.5% | +132.3% | +60.2% | +101.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling