+182.9%
UPS vs ECHO
+216.6%
-33.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -2.9% | +3.4% | -6.3% | -3.4% |
| 30D | -3.5% | +2.4% | -5.9% | -3.9% |
| 3M | -5.7% | -28.0% | +22.2% | -1.5% |
| 6M | -4.4% | -21.2% | +16.9% | -1.9% |
| YTD | +8.0% | -17.4% | +25.4% | +9.5% |
| 1Y | +29.0% | +33.6% | -4.6% | +20.9% |
| 3Y | -27.7% | +419.7% | -447.4% | -54.5% |
| 5Y | -34.3% | +241.7% | -276.0% | -55.4% |
| 10Y | +37.8% | +180.8% | -143.0% | -6.7% |
| All | +182.9% | +216.6% | -33.7% | +49.7% |
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