+249.6%
ECHO vs FCEL
-96.5%
+346.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +6.5% | -8.4% | -2.7% |
| 7D | +3.6% | +3.9% | -0.3% | +3.1% |
| 30D | +7.5% | -33.1% | +40.6% | +12.3% |
| 3M | +16.2% | -43.0% | +59.1% | +22.5% |
| 6M | -20.9% | -31.3% | +10.4% | -21.6% |
| YTD | -6.0% | +49.8% | -55.8% | -17.8% |
| 1Y | +43.4% | +48.2% | -4.8% | +24.5% |
| 3Y | +924.0% | -64.6% | +988.6% | +875.8% |
| 5Y | +249.6% | -96.7% | +346.4% | +364.9% |
| All | +249.6% | -96.5% | +346.1% | +364.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling