+192.5%
ECHO vs YUM
+171.3%
+21.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.1% | +3.5% | +2.3% |
| 7D | +3.7% | -6.1% | +9.8% | +6.3% |
| 30D | +0.7% | -5.8% | +6.5% | +2.9% |
| 3M | -27.3% | -7.6% | -19.7% | -25.4% |
| 6M | -17.0% | -9.1% | -7.8% | -14.5% |
| YTD | -14.3% | -5.5% | -8.8% | -13.6% |
| 1Y | +20.9% | -3.7% | +24.6% | +20.4% |
| 3Y | +423.0% | +17.8% | +405.2% | +369.8% |
| 5Y | +265.7% | +19.3% | +246.4% | +222.6% |
| All | +192.5% | +171.3% | +21.2% | +98.1% |
Cumulative growth
Daily Returns
Daily percentage return beside YUM.
Daily Out/Under-Performance
Portfolio return minus YUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × YUM 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 YUM 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