+191.3%
ECHO vs RGEN
+402.3%
-211.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | -0.2% | -2.0% |
| 7D | +5.3% | -4.6% | +9.9% | +6.0% |
| 30D | +2.4% | +1.2% | +1.3% | +2.2% |
| 3M | -21.8% | +26.8% | -48.6% | -24.7% |
| 6M | -16.9% | +29.1% | -46.0% | -20.6% |
| YTD | -16.0% | +0.7% | -16.7% | -16.9% |
| 1Y | +9.3% | +39.1% | -29.8% | +3.0% |
| 3Y | +406.2% | +2.2% | +404.0% | +386.6% |
| 5Y | +251.0% | -44.0% | +294.9% | +247.9% |
| 10Y | +191.3% | +412.7% | -221.5% | +111.0% |
| All | +191.3% | +402.3% | -211.0% | +111.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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