+41.2%
USB vs ECHO
+242.1%
-200.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +1.4% | +3.4% | -2.0% | +1.1% |
| 30D | -1.3% | +2.4% | -3.7% | -1.5% |
| 3M | +15.2% | -28.0% | +43.2% | +18.4% |
| 6M | +18.8% | -21.2% | +40.1% | +20.6% |
| YTD | +21.0% | -17.4% | +38.4% | +21.8% |
| 1Y | +34.0% | +33.6% | +0.4% | +28.0% |
| 3Y | +95.3% | +419.7% | -324.4% | +43.3% |
| All | +41.2% | +242.1% | -200.9% | +13.3% |
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