+620.7%
GEV vs ECHO
+590.8%
+29.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +3.3% | +3.4% | -0.1% | +2.9% |
| 30D | -7.5% | +2.4% | -9.8% | -7.7% |
| 3M | -2.2% | -28.0% | +25.8% | +1.4% |
| 6M | +12.1% | -21.2% | +33.3% | +14.4% |
| YTD | +44.4% | -17.4% | +61.8% | +46.0% |
| 1Y | +57.7% | +33.6% | +24.1% | +50.4% |
| All | +620.7% | +590.8% | +29.9% | +448.2% |
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