+288.4%
UNP vs ECHO
+155.6%
+132.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.4% | +0.7% |
| 7D | -2.1% | +3.6% | -5.7% | -2.5% |
| 30D | +7.3% | +7.5% | -0.2% | +6.3% |
| 3M | +3.6% | +16.2% | -12.5% | +1.8% |
| 6M | +15.8% | -20.9% | +36.7% | +17.6% |
| YTD | +32.6% | -6.0% | +38.6% | +31.4% |
| 1Y | +37.2% | +43.4% | -6.2% | +29.7% |
| 3Y | +52.6% | +924.0% | -871.4% | -6.4% |
| 5Y | +40.6% | +249.6% | -209.1% | +9.5% |
| 10Y | +288.4% | +151.3% | +137.2% | +211.1% |
| All | +288.4% | +155.6% | +132.8% | +211.1% |
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