+240.0%
ECHO vs GEN
+437.5%
-197.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.6% |
| 7D | +3.4% | -1.2% | +4.6% | +3.7% |
| 30D | +2.4% | +10.1% | -7.8% | -0.3% |
| 3M | -28.0% | +16.1% | -44.0% | -31.1% |
| 6M | -21.2% | +38.9% | -60.1% | -28.7% |
| YTD | -17.4% | +14.4% | -31.8% | -21.3% |
| 1Y | +33.6% | +5.9% | +27.7% | +29.9% |
| 3Y | +419.7% | +58.8% | +360.9% | +349.1% |
| 5Y | +241.7% | +24.7% | +217.0% | +207.2% |
| 10Y | +180.8% | +163.1% | +17.7% | +89.4% |
| All | +240.0% | +437.5% | -197.5% | +67.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling