+41.2%
ECHO vs USAR
-55.1%
+96.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -9.6% | +12.5% | +4.5% |
| 7D | +2.2% | -9.1% | +11.2% | +3.6% |
| 30D | +9.8% | -36.9% | +46.8% | +17.4% |
| 3M | +16.8% | -58.4% | +75.2% | +32.5% |
| 6M | -18.1% | -70.6% | +52.5% | -4.1% |
| YTD | -4.2% | -33.4% | +29.3% | +2.0% |
| 1Y | +41.2% | -54.0% | +95.3% | +53.3% |
| All | +41.2% | -55.1% | +96.4% | +53.3% |
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