+407.1%
ECHO vs URI
+113.1%
+293.9%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +7.8% |
| 3M | -28.0% | -6.7% | -21.2% | -26.6% |
| 6M | -21.2% | +19.0% | -40.2% | -28.3% |
| YTD | -17.4% | +25.5% | -42.9% | -27.1% |
| 1Y | +33.6% | +5.5% | +28.1% | +27.2% |
| All | +407.1% | +113.1% | +293.9% | +199.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling