+198.9%
GE vs ECHO
+260.3%
-61.5%
-81.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.9% | +3.3% | +1.8% |
| 7D | +4.0% | +3.6% | +0.4% | +3.2% |
| 30D | +11.1% | +7.5% | +3.6% | +9.1% |
| 3M | -6.7% | +16.2% | -22.9% | -10.0% |
| 6M | +14.3% | -20.9% | +35.1% | +18.3% |
| YTD | +11.7% | -6.0% | +17.7% | +10.3% |
| 1Y | +10.9% | +43.4% | -32.5% | -0.3% |
| 3Y | +279.0% | +924.0% | -645.0% | +61.1% |
| 5Y | +427.0% | +249.6% | +177.4% | +208.3% |
| 10Y | +158.6% | +151.3% | +7.3% | +63.5% |
| All | +198.9% | +260.3% | -61.5% | +30.2% |
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 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