+91.5%
USB vs ECHO
+621.2%
-529.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.1% | +1.5% | -2.3% |
| 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% | -6.6% |
| 6M | +7.8% | -24.8% | +32.5% | +9.2% |
| YTD | +14.6% | -13.0% | +27.5% | +14.6% |
| 1Y | +31.8% | +33.9% | -2.2% | +28.0% |
| 3Y | +91.5% | +791.8% | -700.3% | +46.2% |
| All | +91.5% | +621.2% | -529.7% | +46.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling