+31.8%
USB vs ECHO
+30.7%
+1.1%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.1% | +1.5% | -2.4% |
| 7D | 0.0% | -2.4% | +2.4% | +0.1% |
| 30D | +5.8% | -3.1% | +9.0% | +6.0% |
| 3M | -6.0% | +8.7% | -14.7% | -6.3% |
| 6M | +7.8% | -24.8% | +32.5% | +8.7% |
| YTD | +14.6% | -13.0% | +27.5% | +13.0% |
| 1Y | +31.8% | +33.9% | -2.2% | +26.4% |
| All | +31.8% | +30.7% | +1.1% | +26.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling