+151.3%
ECHO vs URI
+1,246.1%
-1,094.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.2% | -6.0% | -3.5% |
| 7D | +3.6% | +2.6% | +1.0% | +2.7% |
| 30D | +7.5% | +9.1% | -1.6% | +3.9% |
| 3M | +16.2% | +1.0% | +15.2% | +15.4% |
| 6M | -20.9% | +23.3% | -44.2% | -27.9% |
| YTD | -6.0% | +43.3% | -49.3% | -20.8% |
| 1Y | +43.4% | +35.9% | +7.4% | +23.3% |
| 3Y | +924.0% | +158.6% | +765.4% | +563.1% |
| 5Y | +249.6% | +213.1% | +36.5% | +104.5% |
| 10Y | +151.3% | +1,213.1% | -1,061.8% | -15.0% |
| All | +151.3% | +1,246.1% | -1,094.8% | -15.0% |
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