+32.6%
UNP vs ECHO
+40.1%
-7.6%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -5.3% | +3.4% | -8.8% | -5.3% |
| 30D | -1.5% | +2.4% | -3.9% | -1.5% |
| 3M | +10.3% | -28.0% | +38.2% | +10.2% |
| 6M | +9.7% | -21.2% | +30.9% | +9.3% |
| YTD | +27.1% | -17.4% | +44.5% | +26.1% |
| 1Y | +32.6% | +33.6% | -1.0% | +33.3% |
| All | +32.6% | +40.1% | -7.6% | +33.3% |
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