+42.9%
ECHO vs FCEL
+28.7%
+14.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -5.6% | +7.5% | +2.5% |
| 7D | +5.7% | -2.8% | +8.5% | +5.9% |
| 30D | +13.8% | -31.6% | +45.5% | +18.0% |
| 3M | +9.1% | -52.4% | +61.5% | +16.0% |
| 6M | -24.9% | -51.4% | +26.5% | -21.6% |
| YTD | -8.0% | +32.4% | -40.4% | -13.7% |
| 1Y | +42.9% | +37.5% | +5.4% | +32.7% |
| All | +42.9% | +28.7% | +14.2% | +32.7% |
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