+1,284.8%
UNP vs ECHO
+216.6%
+1,068.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -5.3% | +3.4% | -8.8% | -5.9% |
| 30D | -1.5% | +2.4% | -3.9% | -2.0% |
| 3M | +10.3% | -28.0% | +38.2% | +15.5% |
| 6M | +9.7% | -21.2% | +30.9% | +12.4% |
| YTD | +27.1% | -17.4% | +44.5% | +28.3% |
| 1Y | +32.6% | +33.6% | -1.0% | +21.9% |
| 3Y | +40.0% | +419.7% | -379.7% | -20.7% |
| 5Y | +50.8% | +241.7% | -190.9% | -6.6% |
| 10Y | +278.6% | +180.8% | +97.9% | +136.7% |
| All | +1,284.8% | +216.6% | +1,068.2% | +563.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling