+333.8%
ECHO vs UPST
+7.9%
+325.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.7% | +0.2% |
| 7D | +3.4% | -3.5% | +7.0% | +3.7% |
| 30D | +2.4% | -7.1% | +9.5% | +2.9% |
| 3M | -28.0% | -13.1% | -14.9% | -27.1% |
| 6M | -21.2% | -1.1% | -20.2% | -21.4% |
| YTD | -17.4% | -35.9% | +18.5% | -14.9% |
| 1Y | +33.6% | -57.4% | +91.0% | +41.9% |
| 3Y | +419.7% | -14.9% | +434.5% | +402.1% |
| 5Y | +241.7% | -88.7% | +330.4% | +227.0% |
| All | +333.8% | +7.9% | +325.9% | +284.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling