+791.8%
ECHO vs UPST
-29.4%
+821.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -6.4% | +2.3% | -2.9% |
| 7D | -2.4% | -4.9% | +2.5% | -1.7% |
| 30D | -3.1% | -8.9% | +5.7% | -1.9% |
| 3M | +8.7% | -26.3% | +35.0% | +14.2% |
| 6M | -24.8% | -23.7% | -1.0% | -21.5% |
| YTD | -13.0% | -49.9% | +37.0% | -3.8% |
| 1Y | +33.9% | -42.0% | +75.9% | +44.0% |
| 3Y | +791.8% | -25.3% | +817.1% | +712.0% |
| All | +791.8% | -29.4% | +821.2% | +712.0% |
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