+471.2%
ECHO vs FBTC
+59.7%
+411.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +1.0% |
| 7D | +2.3% | -5.8% | +8.1% | +4.0% |
| 30D | +4.4% | +21.4% | -17.0% | -1.6% |
| 3M | -20.3% | +24.5% | -44.8% | -25.3% |
| 6M | -15.3% | +9.9% | -25.2% | -18.1% |
| YTD | -15.5% | -12.0% | -3.5% | -13.6% |
| 1Y | +15.0% | -32.3% | +47.3% | +25.2% |
| All | +471.2% | +59.7% | +411.5% | +439.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling