+374.1%
ECHO vs UPST
-26.3%
+400.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -6.9% | +2.9% | -3.4% |
| 7D | +9.1% | -13.5% | +22.6% | +10.5% |
| 30D | +7.2% | -19.6% | +26.8% | +9.1% |
| 3M | +6.1% | -34.2% | +40.3% | +9.8% |
| 6M | -24.2% | -31.2% | +7.1% | -21.8% |
| YTD | -9.7% | -56.2% | +46.5% | -3.9% |
| 1Y | +40.9% | -51.7% | +92.6% | +48.6% |
| 3Y | +883.3% | -8.2% | +891.5% | +862.2% |
| 5Y | +224.2% | -92.8% | +316.9% | +220.9% |
| All | +374.1% | -26.3% | +400.4% | +333.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling