+34.2%
ECHO vs FBTC
-23.0%
+57.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.8% | -6.1% | -4.2% |
| 7D | +4.6% | -1.8% | +6.3% | +5.1% |
| 30D | +0.4% | -6.6% | +7.1% | +2.9% |
| 3M | +7.7% | +24.5% | -16.9% | -0.6% |
| 6M | -18.0% | -0.2% | -17.9% | -18.7% |
| YTD | -9.3% | -8.7% | -0.6% | -4.8% |
| 1Y | +34.2% | -20.7% | +55.0% | +47.6% |
| All | +34.2% | -23.0% | +57.3% | +47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FBTC.
Daily Out/Under-Performance
Portfolio return minus FBTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FBTC 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 1y: compounded portfolio wealth divided by compounded FBTC 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…
1y analysis · Full analysis span regression · 6 months rolling