+134.2%
UMC vs ECHO
+900.0%
-765.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.9% | -4.2% | -2.4% |
| 7D | +11.2% | +5.7% | +5.5% | +10.7% |
| 30D | -28.0% | +13.8% | -41.9% | -28.7% |
| 3M | -20.5% | +9.1% | -29.6% | -21.0% |
| 6M | -1.6% | -24.9% | +23.4% | -0.2% |
| YTD | +99.4% | -8.0% | +107.4% | +99.2% |
| 1Y | +120.4% | +42.9% | +77.5% | +114.5% |
| 3Y | +134.2% | +926.7% | -792.5% | +86.7% |
| All | +134.2% | +900.0% | -765.8% | +86.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling