+294.4%
ECHO vs FDS
+631.6%
-337.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.2% | +3.2% | +3.0% |
| 7D | +2.2% | -2.0% | +4.2% | +2.8% |
| 30D | +9.8% | +13.5% | -3.7% | +4.2% |
| 3M | +16.8% | +15.2% | +1.7% | +9.1% |
| 6M | -18.1% | +47.0% | -65.1% | -32.4% |
| YTD | -4.2% | +13.9% | -18.1% | -13.4% |
| 1Y | +41.2% | +25.2% | +16.1% | +22.1% |
| 3Y | +943.7% | -25.3% | +969.0% | +1,023.0% |
| 5Y | +277.5% | -23.3% | +300.8% | +295.3% |
| 10Y | +159.8% | +126.0% | +33.7% | +63.7% |
| All | +294.4% | +631.6% | -337.2% | +54.5% |
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