+144.1%
UMC vs ECHO
+262.7%
-118.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.4% | +0.9% | +2.2% |
| 7D | +9.0% | +3.7% | +5.3% | +8.6% |
| 30D | +17.2% | +0.7% | +16.6% | +17.2% |
| 3M | +11.4% | -27.3% | +38.7% | +14.4% |
| 6M | +137.5% | -17.0% | +154.5% | +140.3% |
| YTD | +193.1% | -14.3% | +207.4% | +195.1% |
| 1Y | +240.3% | +20.9% | +219.4% | +231.9% |
| 3Y | +262.2% | +423.0% | -160.8% | +182.9% |
| All | +144.1% | +262.7% | -118.6% | +98.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling