+258.3%
ECHO vs FDS
+635.9%
-377.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -3.7% | +8.9% | +6.6% |
| 7D | -2.4% | -0.5% | -1.9% | -2.4% |
| 30D | -3.1% | +20.2% | -23.3% | -10.1% |
| 3M | +8.7% | +19.9% | -11.1% | 0.0% |
| 6M | -24.8% | +56.2% | -80.9% | -39.5% |
| YTD | -13.0% | +14.6% | -27.5% | -21.5% |
| 1Y | +33.9% | +31.6% | +2.3% | +13.4% |
| 3Y | +791.8% | -23.8% | +815.6% | +851.8% |
| 5Y | +261.7% | -22.6% | +284.3% | +277.4% |
| 10Y | +157.3% | +139.3% | +18.0% | +58.3% |
| All | +258.3% | +635.9% | -377.6% | +40.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling