+926.7%
ECHO vs UPST
-4.9%
+931.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.1% | -0.2% | +1.5% |
| 7D | +5.7% | -10.6% | +16.3% | +7.8% |
| 30D | +13.8% | -14.0% | +27.8% | +16.6% |
| 3M | +9.1% | -36.8% | +45.9% | +18.2% |
| 6M | -24.9% | -27.5% | +2.6% | -20.8% |
| YTD | -8.0% | -55.3% | +47.3% | +4.2% |
| 1Y | +42.9% | -47.5% | +90.4% | +57.0% |
| 3Y | +926.7% | -10.4% | +937.1% | +743.6% |
| All | +926.7% | -4.9% | +931.6% | +743.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling