+33.6%
ECHO vs UPST
-56.5%
+90.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.7% | +0.4% |
| 7D | +3.4% | -3.5% | +7.0% | +4.3% |
| 30D | +2.4% | -7.1% | +9.5% | +3.9% |
| 3M | -28.0% | -13.1% | -14.9% | -25.7% |
| 6M | -21.2% | -1.1% | -20.2% | -21.6% |
| YTD | -17.4% | -35.9% | +18.5% | -11.0% |
| 1Y | +33.6% | -57.4% | +91.0% | +58.6% |
| All | +33.6% | -56.5% | +90.1% | +58.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UPST.
Daily Out/Under-Performance
Portfolio return minus UPST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPST 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 UPST 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