+192.5%
ECHO vs FCUV
-98.6%
+291.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.3% | -1.9% | +1.4% |
| 7D | +3.7% | -66.5% | +70.2% | +3.7% |
| 30D | +0.7% | +5.0% | -4.3% | +0.7% |
| 3M | -27.3% | +63.8% | -91.1% | -27.5% |
| 6M | -17.0% | -67.8% | +50.9% | -17.0% |
| YTD | -14.3% | -82.4% | +68.1% | -14.2% |
| 1Y | +20.9% | -94.7% | +115.6% | +21.2% |
| 3Y | +423.0% | -99.3% | +522.2% | +423.8% |
| 5Y | +265.7% | -99.9% | +365.5% | +266.3% |
| All | +192.5% | -98.6% | +291.0% | +199.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling