+81.3%
USB vs ECHO
+144.4%
-63.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.0% | +0.5% |
| 7D | +2.6% | +5.7% | -3.1% | +1.6% |
| 30D | +8.4% | +13.8% | -5.4% | +5.8% |
| 3M | -5.5% | +9.1% | -14.6% | -7.4% |
| 6M | +17.7% | -24.9% | +42.7% | +21.9% |
| YTD | +17.6% | -8.0% | +25.6% | +16.2% |
| 1Y | +33.9% | +42.9% | -9.0% | +21.9% |
| 3Y | +103.8% | +926.7% | -822.9% | -7.9% |
| 5Y | +25.6% | +230.4% | -204.8% | -16.1% |
| All | +81.3% | +144.4% | -63.0% | +27.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling