+535.6%
ECHO vs FBTC
+54.5%
+481.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.3% | -3.2% | -2.3% |
| 7D | +3.6% | -6.8% | +10.4% | +5.8% |
| 30D | +7.5% | -9.9% | +17.3% | +10.8% |
| 3M | +16.2% | +17.5% | -1.3% | +10.7% |
| 6M | -20.9% | -9.1% | -11.8% | -19.2% |
| YTD | -6.0% | -14.9% | +8.9% | -2.9% |
| 1Y | +43.4% | -27.6% | +71.0% | +54.1% |
| All | +535.6% | +54.5% | +481.1% | +507.0% |
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 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