+455.5%
ECHO vs USAR
-21.7%
+477.3%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -9.6% | +12.5% | +3.4% |
| 7D | +2.2% | -9.1% | +11.2% | +2.6% |
| 30D | +9.8% | -36.9% | +46.8% | +11.9% |
| 3M | +16.8% | -58.4% | +75.2% | +20.9% |
| 6M | -18.1% | -70.6% | +52.5% | -14.7% |
| YTD | -4.2% | -33.4% | +29.3% | -1.1% |
| 1Y | +41.2% | -54.0% | +95.3% | +45.5% |
| 3Y | +943.7% | -22.7% | +966.3% | +1,030.2% |
| All | +455.5% | -21.7% | +477.3% | +515.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling