+34.2%
ECHO vs URA
-32.2%
+66.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.1% | -2.2% | -2.8% |
| 7D | +4.6% | -10.5% | +15.1% | +9.3% |
| 30D | +0.4% | -18.6% | +19.1% | +9.1% |
| 3M | +7.7% | -23.0% | +30.7% | +18.9% |
| 6M | -18.0% | -40.3% | +22.2% | -1.6% |
| YTD | -9.3% | -23.5% | +14.2% | +4.2% |
| 1Y | +34.2% | -31.1% | +65.3% | +56.4% |
| All | +34.2% | -32.2% | +66.4% | +56.4% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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