+479.2%
ECHO vs FBTC
+60.2%
+419.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.3% |
| 7D | +3.7% | -3.1% | +6.8% | +4.6% |
| 30D | +0.7% | +22.0% | -21.3% | -5.2% |
| 3M | -27.3% | +21.6% | -48.9% | -31.5% |
| 6M | -17.0% | +9.2% | -26.2% | -19.5% |
| YTD | -14.3% | -11.8% | -2.5% | -12.5% |
| 1Y | +20.9% | -32.7% | +53.6% | +31.8% |
| All | +479.2% | +60.2% | +419.1% | +447.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling