-33.5%
UPS vs ECHO
+252.6%
-286.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +1.0% | -1.1% |
| 7D | -3.7% | +5.3% | -9.0% | -4.0% |
| 30D | -3.7% | +2.4% | -6.2% | -3.9% |
| 3M | -6.6% | -21.8% | +15.2% | -5.1% |
| 6M | +2.6% | -16.9% | +19.5% | +3.5% |
| YTD | +4.8% | -16.0% | +20.8% | +5.4% |
| 1Y | +25.3% | +9.3% | +16.0% | +23.8% |
| 3Y | -26.9% | +406.2% | -433.1% | -40.3% |
| 5Y | -33.5% | +251.0% | -284.5% | -43.1% |
| All | -33.5% | +252.6% | -286.1% | -43.1% |
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 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