+606.9%
GEV vs ECHO
+606.5%
+0.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.6% | -3.4% | -2.9% |
| 7D | -1.9% | +2.3% | -4.2% | -2.2% |
| 30D | -8.7% | +4.4% | -13.1% | -9.2% |
| 3M | +6.6% | -20.3% | +26.9% | +9.1% |
| 6M | +10.2% | -15.3% | +25.6% | +11.5% |
| YTD | +41.6% | -15.5% | +57.1% | +42.8% |
| 1Y | +43.9% | +15.0% | +28.9% | +39.8% |
| All | +606.9% | +606.5% | +0.4% | +436.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling