+15.9%
ECHO vs UPST
-59.7%
+75.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.8% | +7.8% | +4.9% |
| 7D | +8.6% | -1.5% | +10.1% | +8.9% |
| 30D | +3.8% | -13.2% | +17.0% | +7.0% |
| 3M | -19.9% | -13.0% | -6.9% | -17.4% |
| 6M | -12.1% | -2.9% | -9.2% | -12.0% |
| YTD | -14.1% | -38.3% | +24.2% | -7.4% |
| 1Y | +15.9% | -60.5% | +76.3% | +28.6% |
| All | +15.9% | -59.7% | +75.6% | +28.6% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling