-24.8%
ECHO vs URA
-41.6%
+16.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +4.4% | +0.8% | +3.1% |
| 7D | -2.4% | -4.1% | +1.7% | -0.4% |
| 30D | -3.1% | -19.0% | +15.9% | +6.2% |
| 3M | +8.7% | -25.1% | +33.9% | +22.1% |
| 6M | -24.8% | -44.5% | +19.7% | -15.6% |
| All | -24.8% | -41.6% | +16.8% | -15.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling