+259.3%
USB vs ECHO
+216.6%
+42.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +1.4% | +3.4% | -2.0% | +0.7% |
| 30D | -1.3% | +2.4% | -3.7% | -1.9% |
| 3M | +15.2% | -28.0% | +43.2% | +22.9% |
| 6M | +18.8% | -21.2% | +40.1% | +22.9% |
| YTD | +21.0% | -17.4% | +38.4% | +22.7% |
| 1Y | +34.0% | +33.6% | +0.4% | +19.8% |
| 3Y | +95.3% | +419.7% | -324.4% | -7.9% |
| 5Y | +40.4% | +241.7% | -201.3% | -25.2% |
| 10Y | +107.3% | +180.8% | -73.4% | +14.6% |
| All | +259.3% | +216.6% | +42.7% | +36.6% |
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