-34.4%
UPS vs ECHO
+238.8%
-273.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.0% | +2.1% | -1.6% |
| 7D | -0.6% | +9.1% | -9.7% | -1.2% |
| 30D | +16.4% | +7.2% | +9.3% | +15.8% |
| 3M | +7.9% | +6.1% | +1.8% | +7.3% |
| 6M | +15.8% | -24.2% | +40.0% | +17.5% |
| YTD | +16.6% | -9.7% | +26.3% | +16.5% |
| 1Y | +22.3% | +40.9% | -18.6% | +18.7% |
| 3Y | -6.2% | +883.3% | -889.5% | -31.1% |
| 5Y | -34.4% | +224.2% | -258.6% | -42.4% |
| All | -34.4% | +238.8% | -273.3% | -42.4% |
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 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