+258.3%
ECHO vs GEN
+422.4%
-164.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -2.6% | +7.9% | +5.9% |
| 7D | -2.4% | +2.3% | -4.7% | -3.0% |
| 30D | -3.1% | +33.1% | -36.2% | -10.5% |
| 3M | +8.7% | +6.5% | +2.2% | +5.8% |
| 6M | -24.8% | +53.8% | -78.5% | -34.1% |
| YTD | -13.0% | +11.2% | -24.2% | -17.2% |
| 1Y | +33.9% | +19.4% | +14.5% | +24.9% |
| 3Y | +791.8% | +81.0% | +710.8% | +637.1% |
| 5Y | +261.7% | +33.4% | +228.3% | +217.0% |
| 10Y | +157.3% | +164.3% | -7.0% | +71.9% |
| All | +258.3% | +422.4% | -164.2% | +75.9% |
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