+258.3%
ECHO vs URI
+5,882.0%
-5,623.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -6.1% | +2.0% | -2.3% |
| 7D | -2.4% | -9.8% | +7.4% | +0.6% |
| 30D | -3.1% | +1.7% | -4.9% | -3.7% |
| 3M | +8.7% | -9.1% | +17.8% | +11.5% |
| 6M | -24.8% | +9.9% | -34.6% | -27.5% |
| YTD | -13.0% | +31.2% | -44.2% | -21.5% |
| 1Y | +33.9% | +25.9% | +8.0% | +22.2% |
| 3Y | +791.8% | +147.4% | +644.4% | +556.7% |
| 5Y | +261.7% | +179.7% | +81.9% | +152.6% |
| 10Y | +157.3% | +1,419.5% | -1,262.2% | +7.6% |
| All | +258.3% | +5,882.0% | -5,623.7% | -23.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling