+458.5%
ECHO vs FBTC
+65.3%
+393.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | +0.7% |
| 7D | +3.4% | +2.9% | +0.5% | +2.6% |
| 30D | +2.4% | +23.0% | -20.7% | -3.8% |
| 3M | -28.0% | +25.6% | -53.5% | -32.6% |
| 6M | -21.2% | +9.0% | -30.2% | -23.6% |
| YTD | -17.4% | -8.9% | -8.4% | -16.3% |
| 1Y | +33.6% | -27.5% | +61.1% | +42.8% |
| All | +458.5% | +65.3% | +393.2% | +422.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling