+278.2%
GE vs ECHO
+842.2%
-564.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +6.9% | -3.1% | +3.4% |
| 7D | +6.3% | +3.0% | +3.2% | +6.0% |
| 30D | +8.9% | +6.7% | +2.2% | +8.4% |
| 3M | -9.2% | +12.4% | -21.6% | -9.9% |
| 6M | +13.2% | -20.4% | +33.6% | +14.2% |
| YTD | +9.4% | -6.9% | +16.3% | +9.2% |
| 1Y | +9.8% | +37.7% | -27.9% | +7.5% |
| 3Y | +278.2% | +902.9% | -624.7% | +237.3% |
| All | +278.2% | +842.2% | -564.0% | +237.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling