+159.8%
ECHO vs GEN
+151.0%
+8.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.7% | +2.2% | +2.8% |
| 7D | +2.2% | +1.0% | +1.2% | +1.9% |
| 30D | +9.8% | +29.1% | -19.2% | +3.9% |
| 3M | +16.8% | +2.9% | +13.9% | +15.3% |
| 6M | -18.1% | +33.6% | -51.7% | -23.9% |
| YTD | -4.2% | +12.0% | -16.2% | -7.9% |
| 1Y | +41.2% | +16.2% | +25.1% | +34.6% |
| 3Y | +943.7% | +65.1% | +878.6% | +821.7% |
| 5Y | +277.5% | +33.3% | +244.2% | +240.5% |
| 10Y | +159.8% | +149.7% | +10.1% | +104.4% |
| All | +159.8% | +151.0% | +8.8% | +104.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 10y: compounded portfolio wealth divided by compounded GEN 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…
10y analysis · Full analysis span regression · 6 months rolling