+192.5%
ECHO vs FANG
+182.5%
+10.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.4% |
| 7D | +3.7% | +2.9% | +0.8% | +3.1% |
| 30D | +0.7% | +2.6% | -1.9% | +0.1% |
| 3M | -27.3% | +7.6% | -34.9% | -28.8% |
| 6M | -17.0% | +17.3% | -34.3% | -20.7% |
| YTD | -14.3% | +38.7% | -53.0% | -21.4% |
| 1Y | +20.9% | +51.6% | -30.7% | +8.4% |
| 3Y | +423.0% | +50.0% | +373.0% | +359.5% |
| 5Y | +265.7% | +237.6% | +28.1% | +156.7% |
| All | +192.5% | +182.5% | +10.0% | +79.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 10y: compounded portfolio wealth divided by compounded FANG 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…
10y analysis · Full analysis span regression · 6 months rolling