+51.3%
GEV vs ECHO
+17.8%
+33.5%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.4% | +2.2% | +3.3% |
| 7D | +1.6% | +3.7% | -2.1% | +0.8% |
| 30D | -7.9% | +0.7% | -8.6% | -8.1% |
| 3M | +5.6% | -27.3% | +32.9% | +11.6% |
| 6M | +13.1% | -17.0% | +30.0% | +13.1% |
| YTD | +46.7% | -14.3% | +61.1% | +40.3% |
| 1Y | +51.3% | +20.9% | +30.4% | +29.3% |
| All | +51.3% | +17.8% | +33.5% | +29.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling