+154.9%
GE vs ECHO
+160.5%
-5.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.9% | -2.2% | +0.2% |
| 7D | +5.4% | +2.2% | +3.2% | +5.0% |
| 30D | +9.6% | +9.8% | -0.2% | +7.8% |
| 3M | -7.7% | +16.8% | -24.5% | -10.3% |
| 6M | +14.0% | -18.1% | +32.1% | +16.6% |
| YTD | +10.2% | -4.2% | +14.3% | +8.8% |
| 1Y | +8.9% | +41.2% | -32.3% | +0.7% |
| 3Y | +273.7% | +943.7% | -670.0% | +81.0% |
| 5Y | +410.2% | +277.5% | +132.7% | +242.1% |
| All | +154.9% | +160.5% | -5.6% | +90.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ECHO.
Daily Out/Under-Performance
Portfolio return minus ECHO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECHO 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 ECHO 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