+207.2%
UMC vs ECHO
+40.1%
+167.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | 0.0% | +4.6% | +4.6% |
| 7D | +5.0% | +3.4% | +1.5% | +4.3% |
| 30D | +7.7% | +2.4% | +5.3% | +7.2% |
| 3M | +1.7% | -28.0% | +29.6% | +5.0% |
| 6M | +113.9% | -21.2% | +135.2% | +116.7% |
| YTD | +168.9% | -17.4% | +186.3% | +170.7% |
| 1Y | +207.2% | +33.6% | +173.6% | +189.2% |
| All | +207.2% | +40.1% | +167.1% | +189.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ECHO.
Daily Out/Under-Performance
Portfolio return minus ECHO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECHO 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 ECHO 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