+481.0%
ECHO vs FBTC
+62.5%
+418.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.7% | +5.7% | +4.5% |
| 7D | +8.6% | +1.5% | +7.0% | +8.1% |
| 30D | +3.8% | +20.7% | -16.9% | -2.0% |
| 3M | -19.9% | +23.7% | -43.5% | -24.8% |
| 6M | -12.1% | +15.0% | -27.1% | -16.0% |
| YTD | -14.1% | -10.5% | -3.5% | -12.5% |
| 1Y | +15.9% | -30.3% | +46.1% | +25.1% |
| All | +481.0% | +62.5% | +418.5% | +446.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling