+241.9%
USB vs ECHO
+217.0%
+24.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -8.8% | +6.7% | -0.1% |
| 7D | -1.5% | -7.9% | +6.5% | +0.2% |
| 30D | +4.3% | -10.1% | +14.4% | +6.3% |
| 3M | -6.1% | +2.5% | -8.6% | -7.2% |
| 6M | +9.4% | -23.4% | +32.8% | +13.9% |
| YTD | +15.2% | -17.3% | +32.4% | +16.0% |
| 1Y | +32.8% | +24.3% | +8.4% | +20.8% |
| 3Y | +91.3% | +482.4% | -391.1% | -13.9% |
| 5Y | +22.7% | +243.7% | -221.1% | -34.9% |
| 10Y | +97.0% | +144.5% | -47.5% | +14.7% |
| All | +241.9% | +217.0% | +24.9% | +29.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling