+791.8%
ECHO vs URA
+36.0%
+755.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +4.4% | +0.8% | +3.5% |
| 7D | -2.4% | -4.1% | +1.7% | -0.6% |
| 30D | -3.1% | -19.0% | +15.9% | +5.2% |
| 3M | +8.7% | -25.1% | +33.9% | +21.2% |
| 6M | -24.8% | -44.5% | +19.7% | -7.1% |
| YTD | -13.0% | -24.3% | +11.4% | -4.4% |
| 1Y | +33.9% | -28.1% | +62.0% | +48.8% |
| 3Y | +791.8% | +40.7% | +751.1% | +676.7% |
| All | +791.8% | +36.0% | +755.8% | +676.7% |
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