+37.2%
ECHO vs USAR
-50.4%
+87.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +6.5% | +0.4% | +5.8% |
| 7D | +3.0% | -1.1% | +4.1% | +3.1% |
| 30D | +6.7% | -30.3% | +37.0% | +12.3% |
| 3M | +12.4% | -54.7% | +67.1% | +25.8% |
| 6M | -20.4% | -67.5% | +47.1% | -8.2% |
| YTD | -6.9% | -26.4% | +19.5% | -2.4% |
| All | +37.2% | -50.4% | +87.6% | +46.6% |
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