+278.9%
UNP vs ECHO
+144.4%
+134.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -0.8% |
| 7D | +4.2% | +5.7% | -1.5% | +3.7% |
| 30D | +5.6% | +13.8% | -8.2% | +4.1% |
| 3M | +2.0% | +9.1% | -7.0% | +0.9% |
| 6M | +15.4% | -24.9% | +40.3% | +17.8% |
| YTD | +32.7% | -8.0% | +40.7% | +31.8% |
| 1Y | +39.4% | +42.9% | -3.5% | +31.7% |
| 3Y | +54.3% | +926.7% | -872.4% | -5.8% |
| 5Y | +39.6% | +230.4% | -190.7% | +10.3% |
| All | +278.9% | +144.4% | +134.5% | +204.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling