+129.6%
ECHO vs FCUV
-95.6%
+225.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -65.2% | +69.3% | +4.0% |
| 7D | +8.6% | -47.9% | +56.5% | +8.6% |
| 30D | +3.8% | +13.7% | -9.9% | +3.7% |
| 3M | -19.9% | +97.0% | -116.9% | -20.1% |
| 6M | -12.1% | -66.1% | +54.0% | -12.1% |
| YTD | -14.1% | -81.8% | +67.7% | -14.0% |
| 1Y | +15.9% | -93.3% | +109.1% | +16.1% |
| 3Y | +417.8% | -99.2% | +517.1% | +418.7% |
| 5Y | +259.3% | -99.9% | +359.2% | +259.9% |
| 10Y | +192.7% | -98.5% | +291.3% | +197.7% |
| All | +129.6% | -95.6% | +225.2% | +135.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling