+263.0%
UMC vs ECHO
+405.9%
-142.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.2% | +6.2% | +4.2% |
| 7D | +13.6% | +5.3% | +8.3% | +13.2% |
| 30D | +20.8% | +2.4% | +18.3% | +20.5% |
| 3M | +16.1% | -21.8% | +37.9% | +17.8% |
| 6M | +137.3% | -16.9% | +154.2% | +139.3% |
| YTD | +193.8% | -16.0% | +209.7% | +195.6% |
| 1Y | +236.1% | +9.3% | +226.8% | +232.2% |
| All | +263.0% | +405.9% | -142.9% | +210.8% |
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