+415.7%
ECHO vs ULTA
+28.6%
+387.2%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.9% |
| 7D | +2.3% | -3.9% | +6.1% | +3.3% |
| 30D | +4.4% | -1.1% | +5.5% | +4.4% |
| 3M | -20.3% | +13.8% | -34.1% | -23.4% |
| 6M | -15.3% | -17.2% | +1.9% | -11.3% |
| YTD | -15.5% | -11.5% | -4.0% | -13.4% |
| 1Y | +15.0% | +3.9% | +11.1% | +12.2% |
| All | +415.7% | +28.6% | +387.2% | +334.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling