+188.4%
ECHO vs UUUU
+495.2%
-306.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.3% | +6.9% | +1.5% |
| 7D | +2.3% | -5.0% | +7.3% | +3.0% |
| 30D | +4.4% | -7.8% | +12.2% | +5.3% |
| 3M | -20.3% | -0.4% | -19.9% | -20.6% |
| 6M | -15.3% | -32.9% | +17.5% | -11.9% |
| YTD | -15.5% | -6.3% | -9.2% | -16.7% |
| 1Y | +15.0% | +7.9% | +7.1% | +8.8% |
| 3Y | +409.1% | +85.2% | +324.0% | +333.5% |
| 5Y | +260.6% | +97.0% | +163.7% | +190.3% |
| All | +188.4% | +495.2% | -306.8% | +85.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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