+33.6%
ECHO vs FCEL
+269.1%
-235.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.1% |
| 7D | +3.4% | -15.8% | +19.2% | +4.7% |
| 30D | +2.4% | -29.3% | +31.6% | +4.9% |
| 3M | -28.0% | -30.1% | +2.2% | -27.3% |
| 6M | -21.2% | +74.4% | -95.7% | -27.1% |
| YTD | -17.4% | +104.5% | -121.9% | -24.9% |
| 1Y | +33.6% | +281.4% | -247.8% | +16.7% |
| All | +33.6% | +269.1% | -235.5% | +16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FCEL.
Daily Out/Under-Performance
Portfolio return minus FCEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCEL 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 1y: compounded portfolio wealth divided by compounded FCEL 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…
1y analysis · Full analysis span regression · 6 months rolling