+20.9%
ECHO vs UMAC
+129.0%
-108.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.5% | +3.9% | +1.7% |
| 7D | +3.7% | -3.4% | +7.1% | +4.2% |
| 30D | +0.7% | -15.1% | +15.8% | +2.0% |
| 3M | -27.3% | -10.8% | -16.5% | -27.7% |
| 6M | -17.0% | +15.7% | -32.6% | -22.9% |
| YTD | -14.3% | +80.1% | -94.5% | -24.9% |
| 1Y | +20.9% | +116.7% | -95.8% | +3.6% |
| All | +20.9% | +129.0% | -108.1% | +3.6% |
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