+411.8%
ECHO vs URA
-31.1%
+442.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.3% |
| 7D | +3.4% | +1.1% | +2.3% | +3.0% |
| 30D | +2.4% | +7.4% | -5.0% | -0.3% |
| 3M | -28.0% | -8.4% | -19.6% | -26.1% |
| 6M | -21.2% | -12.7% | -8.5% | -18.5% |
| YTD | -17.4% | +7.8% | -25.2% | -20.5% |
| 1Y | +33.6% | +19.5% | +14.1% | +22.3% |
| 3Y | +419.7% | +116.4% | +303.3% | +285.0% |
| 5Y | +241.7% | +134.3% | +107.4% | +133.4% |
| 10Y | +180.8% | +359.3% | -178.5% | +42.9% |
| All | +411.8% | -31.1% | +442.9% | +345.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling