+436.7%
GE vs ECHO
+255.2%
+181.5%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.0% | -4.7% | -1.0% |
| 7D | +1.2% | +8.6% | -7.4% | +0.5% |
| 30D | -9.5% | +3.8% | -13.3% | -9.8% |
| 3M | +4.1% | -19.9% | +24.0% | +5.7% |
| 6M | +3.9% | -12.1% | +16.0% | +4.6% |
| YTD | +9.0% | -14.1% | +23.1% | +9.6% |
| 1Y | +21.9% | +15.9% | +6.1% | +19.5% |
| 3Y | +281.8% | +417.8% | -136.1% | +209.2% |
| 5Y | +436.7% | +259.3% | +177.4% | +380.2% |
| All | +436.7% | +255.2% | +181.5% | +380.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling