+241.6%
ECHO vs URA
+128.0%
+113.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.2% |
| 7D | +3.4% | +1.1% | +2.3% | +3.0% |
| 30D | +2.4% | +7.4% | -5.0% | -0.2% |
| 3M | -28.0% | -8.4% | -19.6% | -26.2% |
| 6M | -21.2% | -12.7% | -8.5% | -18.7% |
| YTD | -17.4% | +7.8% | -25.2% | -20.2% |
| 1Y | +33.6% | +19.5% | +14.1% | +22.8% |
| 3Y | +419.7% | +116.4% | +303.3% | +296.1% |
| All | +241.6% | +128.0% | +113.6% | +156.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling