+253.7%
ECHO vs ULTA
+3,166.9%
-2,913.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.6% | +6.7% | +4.5% |
| 7D | +8.6% | +0.7% | +7.9% | +8.4% |
| 30D | +3.8% | -2.8% | +6.6% | +4.1% |
| 3M | -19.9% | +18.7% | -38.6% | -22.8% |
| 6M | -12.1% | -15.0% | +3.0% | -10.0% |
| YTD | -14.1% | -9.2% | -4.8% | -13.2% |
| 1Y | +15.9% | +5.7% | +10.2% | +13.6% |
| 3Y | +417.8% | +32.8% | +385.1% | +377.3% |
| 5Y | +259.3% | +46.0% | +213.4% | +220.3% |
| 10Y | +192.7% | +125.5% | +67.2% | +130.1% |
| All | +253.7% | +3,166.9% | -2,913.2% | +79.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling