+287.0%
ECHO vs GEN
+437.3%
-150.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.1% | -4.0% | -2.4% |
| 7D | +3.6% | -0.8% | +4.5% | +3.8% |
| 30D | +7.5% | +31.2% | -23.7% | -0.3% |
| 3M | +16.2% | +6.1% | +10.1% | +13.2% |
| 6M | -20.9% | +38.1% | -59.0% | -28.5% |
| YTD | -6.0% | +14.4% | -20.4% | -11.2% |
| 1Y | +43.4% | +15.1% | +28.2% | +35.1% |
| 3Y | +924.0% | +68.5% | +855.5% | +763.3% |
| 5Y | +249.6% | +35.8% | +213.8% | +205.3% |
| 10Y | +151.3% | +155.4% | -4.1% | +70.0% |
| All | +287.0% | +437.3% | -150.3% | +88.6% |
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