+33.6%
ECHO vs FCUV
-81.1%
+114.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -13.7% | +13.7% | 0.0% |
| 7D | +3.4% | +62.8% | -59.4% | +3.6% |
| 30D | +2.4% | +66.5% | -64.1% | +2.7% |
| 3M | -28.0% | +459.9% | -487.9% | -26.2% |
| 6M | -21.2% | -12.4% | -8.9% | -17.0% |
| YTD | -17.4% | -47.5% | +30.1% | -11.5% |
| 1Y | +33.6% | -80.5% | +114.1% | +41.3% |
| All | +33.6% | -81.1% | +114.7% | +41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 FCUV 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