+404.6%
ECHO vs USAR
-18.7%
+423.4%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +10.8% | -5.6% | +4.7% |
| 7D | -2.4% | -14.5% | +12.1% | -1.7% |
| 30D | -3.1% | -37.8% | +34.7% | -1.3% |
| 3M | +8.7% | -52.8% | +61.5% | +11.9% |
| 6M | -24.8% | -71.2% | +46.5% | -21.7% |
| YTD | -13.0% | -30.9% | +17.9% | -10.3% |
| 1Y | +33.9% | -48.0% | +81.9% | +37.8% |
| 3Y | +791.8% | -19.7% | +811.5% | +865.3% |
| All | +404.6% | -18.7% | +423.4% | +458.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling