+625.5%
ECHO vs UMAC
+488.3%
+137.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.2% | +3.8% | +0.7% |
| 7D | +2.3% | -4.0% | +6.3% | +2.5% |
| 30D | +4.4% | -9.4% | +13.8% | +4.6% |
| 3M | -20.3% | +3.0% | -23.3% | -20.8% |
| 6M | -15.3% | +27.2% | -42.5% | -17.3% |
| YTD | -15.5% | +84.7% | -100.2% | -18.3% |
| 1Y | +15.0% | +136.5% | -121.5% | +10.5% |
| All | +625.5% | +488.3% | +137.3% | +599.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling