+50.0%
UNP vs ECHO
+255.2%
-205.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.0% | -4.4% | -0.6% |
| 7D | -0.7% | +8.6% | -9.3% | -1.1% |
| 30D | -1.1% | +3.8% | -4.9% | -1.3% |
| 3M | +7.9% | -19.9% | +27.8% | +8.7% |
| 6M | +14.6% | -12.1% | +26.7% | +14.8% |
| YTD | +26.6% | -14.1% | +40.6% | +26.7% |
| 1Y | +35.6% | +15.9% | +19.7% | +33.7% |
| 3Y | +45.5% | +417.8% | -372.4% | +26.8% |
| 5Y | +50.0% | +259.3% | -209.3% | +36.9% |
| All | +50.0% | +255.2% | -205.2% | +36.9% |
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 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