+282.5%
UNP vs ECHO
+187.5%
+95.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +1.0% | -1.1% |
| 7D | -1.7% | +5.3% | -7.1% | -2.2% |
| 30D | -2.1% | +2.4% | -4.5% | -2.4% |
| 3M | +5.4% | -21.8% | +27.2% | +7.7% |
| 6M | +13.4% | -16.9% | +30.3% | +14.5% |
| YTD | +25.0% | -16.0% | +40.9% | +25.5% |
| 1Y | +34.6% | +9.3% | +25.3% | +30.9% |
| 3Y | +43.6% | +406.2% | -362.6% | +0.9% |
| 5Y | +51.7% | +251.0% | -199.2% | +14.1% |
| 10Y | +282.5% | +191.3% | +91.3% | +192.4% |
| All | +282.5% | +187.5% | +95.0% | +192.4% |
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