+33.6%
ECHO vs UMAC
+164.0%
-130.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.1% | +0.4% |
| 7D | +3.4% | -0.9% | +4.3% | +3.5% |
| 30D | +2.4% | -7.7% | +10.0% | +2.5% |
| 3M | -28.0% | -26.4% | -1.5% | -27.0% |
| 6M | -21.2% | +61.9% | -83.1% | -30.1% |
| YTD | -17.4% | +86.5% | -103.9% | -28.1% |
| 1Y | +33.6% | +156.3% | -122.7% | +12.1% |
| All | +33.6% | +164.0% | -130.4% | +12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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