+439.3%
ECHO vs URA
-51.6%
+490.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +4.4% | +0.8% | +3.7% |
| 7D | -2.4% | -4.1% | +1.7% | -0.9% |
| 30D | -3.1% | -19.0% | +15.9% | +4.1% |
| 3M | +8.7% | -25.1% | +33.9% | +19.5% |
| 6M | -24.8% | -44.5% | +19.7% | -9.2% |
| YTD | -13.0% | -24.3% | +11.4% | -5.7% |
| 1Y | +33.9% | -28.1% | +62.0% | +46.7% |
| 3Y | +791.8% | +40.7% | +751.1% | +658.8% |
| 5Y | +261.7% | +35.5% | +226.2% | +200.6% |
| 10Y | +157.3% | +281.2% | -123.9% | +39.7% |
| All | +439.3% | -51.6% | +490.9% | +427.9% |
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