+514.9%
GEV vs ECHO
+669.2%
-154.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.9% | -3.8% | -2.1% |
| 7D | +3.7% | +5.7% | -1.9% | +2.9% |
| 30D | -14.7% | +13.8% | -28.5% | -16.1% |
| 3M | -23.4% | +9.1% | -32.5% | -24.3% |
| 6M | -24.3% | -24.9% | +0.6% | -22.2% |
| YTD | +23.2% | -8.0% | +31.2% | +22.8% |
| 1Y | +44.2% | +42.9% | +1.3% | +36.6% |
| All | +514.9% | +669.2% | -154.4% | +361.1% |
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