+926.7%
ECHO vs URA
+35.4%
+891.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +2.6% |
| 7D | +5.7% | -1.5% | +7.2% | +6.3% |
| 30D | +13.8% | -10.4% | +24.2% | +19.0% |
| 3M | +9.1% | -29.6% | +38.7% | +24.7% |
| 6M | -24.9% | -40.3% | +15.3% | -9.4% |
| YTD | -8.0% | -25.5% | +17.5% | +1.7% |
| 1Y | +42.9% | -26.4% | +69.3% | +57.6% |
| 3Y | +926.7% | +31.4% | +895.3% | +763.2% |
| All | +926.7% | +35.4% | +891.3% | +763.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling