+627.7%
GEV vs ECHO
+602.5%
+25.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.2% | +0.2% | -1.8% |
| 7D | +3.2% | +5.3% | -2.2% | +2.5% |
| 30D | -4.0% | +2.4% | -6.5% | -4.3% |
| 3M | +3.4% | -21.8% | +25.2% | +6.1% |
| 6M | +14.7% | -16.9% | +31.6% | +16.3% |
| YTD | +45.8% | -16.0% | +61.8% | +47.1% |
| 1Y | +57.4% | +9.3% | +48.1% | +53.7% |
| All | +627.7% | +602.5% | +25.2% | +452.3% |
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 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