+20.9%
ECHO vs GNRC
+0.9%
+20.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.9% | -1.5% | +1.0% |
| 7D | +3.7% | -0.2% | +3.9% | +3.8% |
| 30D | +0.7% | -15.7% | +16.4% | +3.2% |
| 3M | -27.3% | -27.3% | 0.0% | -24.7% |
| 6M | -17.0% | -12.1% | -4.9% | -16.7% |
| YTD | -14.3% | +37.1% | -51.4% | -22.5% |
| 1Y | +20.9% | -0.5% | +21.4% | +14.7% |
| All | +20.9% | +0.9% | +20.0% | +14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 1y: compounded portfolio wealth divided by compounded GNRC 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…
1y analysis · Full analysis span regression · 6 months rolling