+193.5%
GE vs ECHO
+216.6%
-23.1%
-81.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -1.6% | +3.4% | -5.0% | -2.3% |
| 30D | -11.6% | +2.4% | -13.9% | -12.0% |
| 3M | +3.0% | -28.0% | +31.0% | +9.4% |
| 6M | -0.5% | -21.2% | +20.7% | +3.1% |
| YTD | +9.7% | -17.4% | +27.1% | +11.7% |
| 1Y | +20.0% | +33.6% | -13.6% | +9.0% |
| 3Y | +275.8% | +419.7% | -143.8% | +92.7% |
| 5Y | +429.1% | +241.7% | +187.4% | +204.4% |
| 10Y | +151.2% | +180.8% | -29.6% | +50.5% |
| All | +193.5% | +216.6% | -23.1% | +31.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling