+234.6%
ECHO vs FCUV
-99.7%
+334.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +136.0% | -134.1% | +1.4% |
| 7D | +5.7% | +148.8% | -143.1% | +5.2% |
| 30D | +13.8% | +95.0% | -81.2% | +13.4% |
| 3M | +9.1% | +27.8% | -18.7% | +8.5% |
| 6M | -24.9% | +121.0% | -145.9% | -26.5% |
| YTD | -8.0% | -78.1% | +70.1% | -5.4% |
| 1Y | +42.9% | -94.3% | +137.2% | +52.3% |
| 3Y | +926.7% | -98.9% | +1,025.6% | +1,010.0% |
| All | +234.6% | -99.7% | +334.3% | +279.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling