+9.3%
ECHO vs FDS
-23.8%
+33.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.4% | +1.2% | -2.2% |
| 7D | +5.3% | -8.8% | +14.1% | +5.5% |
| 30D | +2.4% | -1.4% | +3.8% | +2.4% |
| 3M | -21.8% | +13.9% | -35.7% | -22.5% |
| 6M | -16.9% | +27.4% | -44.3% | -19.3% |
| YTD | -16.0% | -2.5% | -13.5% | -11.7% |
| 1Y | +9.3% | -23.8% | +33.1% | +14.2% |
| All | +9.3% | -23.8% | +33.0% | +14.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling