+191.3%
ECHO vs FDS
+72.8%
+118.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.4% | +1.2% | -1.1% |
| 7D | +5.3% | -8.8% | +14.1% | +8.4% |
| 30D | +2.4% | -1.4% | +3.8% | +2.5% |
| 3M | -21.8% | +13.9% | -35.7% | -26.7% |
| 6M | -16.9% | +27.4% | -44.3% | -26.7% |
| YTD | -16.0% | -2.5% | -13.5% | -17.6% |
| 1Y | +9.3% | -23.8% | +33.1% | +18.1% |
| 3Y | +406.2% | -32.5% | +438.7% | +479.1% |
| 5Y | +251.0% | -23.2% | +274.1% | +276.1% |
| 10Y | +191.3% | +76.4% | +114.9% | +119.0% |
| All | +191.3% | +72.8% | +118.4% | +119.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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