+46.1%
ECHO vs UPST
-47.2%
+93.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -8.3% | +11.2% | +4.8% |
| 7D | +2.2% | -4.5% | +6.7% | +3.0% |
| 30D | +9.8% | -15.3% | +25.1% | +13.6% |
| 3M | +16.8% | -32.4% | +49.3% | +27.1% |
| 6M | -18.1% | -29.5% | +11.4% | -11.3% |
| YTD | -4.2% | -53.3% | +49.2% | +8.5% |
| All | +46.1% | -47.2% | +93.3% | +63.6% |
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