+33.6%
ECHO vs USAR
+27.9%
+5.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | +3.4% | -2.1% | +5.5% | +3.7% |
| 30D | +2.4% | +2.6% | -0.3% | +1.8% |
| 3M | -28.0% | -35.0% | +7.1% | -25.4% |
| 6M | -21.2% | -6.9% | -14.4% | -21.8% |
| YTD | -17.4% | +48.0% | -65.4% | -19.8% |
| 1Y | +33.6% | +24.8% | +8.8% | +42.3% |
| All | +33.6% | +27.9% | +5.7% | +42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 1y: compounded portfolio wealth divided by compounded USAR 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…
1y analysis · Full analysis span regression · 6 months rolling