+4.6%
UNH vs ECHO
+253.4%
-248.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.2% |
| 7D | -3.2% | +2.3% | -5.5% | -3.2% |
| 30D | -3.5% | +4.4% | -7.9% | -3.6% |
| 3M | -4.2% | -20.3% | +16.1% | -3.6% |
| 6M | +38.3% | -15.3% | +53.7% | +38.5% |
| YTD | +19.2% | -15.5% | +34.7% | +19.3% |
| 1Y | +15.0% | +15.0% | 0.0% | +13.8% |
| 3Y | -14.5% | +409.1% | -423.7% | -20.8% |
| 5Y | +4.6% | +260.6% | -256.0% | +1.7% |
| All | +4.6% | +253.4% | -248.8% | +1.7% |
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