+9.4%
USB vs ECHO
-25.5%
+34.9%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -8.8% | +6.7% | -1.9% |
| 7D | -1.5% | -7.9% | +6.5% | -1.3% |
| 30D | +4.3% | -10.1% | +14.4% | +4.6% |
| 3M | -6.1% | +2.5% | -8.6% | -6.1% |
| 6M | +9.4% | -23.4% | +32.8% | +9.3% |
| All | +9.4% | -25.5% | +34.9% | +9.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling