-13.2%
UNH vs ECHO
+405.9%
-419.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.3% | -1.9% |
| 7D | -1.7% | +5.3% | -7.0% | -1.7% |
| 30D | -3.8% | +2.4% | -6.3% | -3.9% |
| 3M | -4.3% | -21.8% | +17.5% | -4.0% |
| 6M | +38.6% | -16.9% | +55.5% | +38.7% |
| YTD | +20.7% | -16.0% | +36.7% | +20.7% |
| 1Y | +16.0% | +9.3% | +6.7% | +15.3% |
| All | -13.2% | +405.9% | -419.2% | -15.0% |
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