+423.0%
ECHO vs UUUU
+74.5%
+348.4%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -5.0% | +6.4% | +2.3% |
| 7D | +3.7% | -10.5% | +14.2% | +5.7% |
| 30D | +0.7% | -10.5% | +11.2% | +2.3% |
| 3M | -27.3% | -14.1% | -13.2% | -25.9% |
| 6M | -17.0% | -35.5% | +18.5% | -12.3% |
| YTD | -14.3% | -10.9% | -3.4% | -14.9% |
| 1Y | +20.9% | +3.4% | +17.5% | +12.5% |
| 3Y | +423.0% | +73.1% | +349.8% | +343.7% |
| All | +423.0% | +74.5% | +348.4% | +343.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling