+42.9%
ECHO vs USAR
-51.4%
+94.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.7% |
| 7D | +5.7% | -0.8% | +6.5% | +5.7% |
| 30D | +13.8% | -20.9% | +34.7% | +17.5% |
| 3M | +9.1% | -56.2% | +65.2% | +22.9% |
| 6M | -24.9% | -67.9% | +43.0% | -12.9% |
| YTD | -8.0% | -31.4% | +23.4% | -2.3% |
| 1Y | +42.9% | -45.1% | +87.9% | +55.4% |
| All | +42.9% | -51.4% | +94.3% | +55.4% |
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