+181.9%
ECHO vs URI
+1,171.2%
-989.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.6% |
| 7D | +3.4% | -2.0% | +5.4% | +4.1% |
| 30D | +2.4% | -12.9% | +15.3% | +7.7% |
| 3M | -28.0% | -6.7% | -21.2% | -26.6% |
| 6M | -21.2% | +19.0% | -40.2% | -28.1% |
| YTD | -17.4% | +25.5% | -42.9% | -26.5% |
| 1Y | +33.6% | +5.5% | +28.1% | +26.6% |
| 3Y | +419.7% | +111.3% | +308.4% | +267.3% |
| 5Y | +241.7% | +198.6% | +43.2% | +105.0% |
| All | +181.9% | +1,171.2% | -989.3% | +1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 10y: compounded portfolio wealth divided by compounded URI 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…
10y analysis · Full analysis span regression · 6 months rolling