+10.1%
UNH vs ECHO
+17.8%
-7.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.4% | -3.8% | -2.4% |
| 7D | -4.5% | +3.7% | -8.3% | -4.6% |
| 30D | -6.5% | +0.7% | -7.2% | -6.5% |
| 3M | -6.0% | -27.3% | +21.3% | -5.7% |
| 6M | +33.7% | -17.0% | +50.6% | +32.5% |
| YTD | +16.4% | -14.3% | +30.7% | +14.1% |
| 1Y | +10.1% | +20.9% | -10.8% | +5.7% |
| All | +10.1% | +17.8% | -7.7% | +5.7% |
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 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