+240.0%
ECHO vs FDS
+577.7%
-337.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.5% | +3.5% | +1.3% |
| 7D | +3.4% | -1.9% | +5.3% | +4.1% |
| 30D | +2.4% | +9.0% | -6.7% | -1.3% |
| 3M | -28.0% | +18.9% | -46.8% | -34.0% |
| 6M | -21.2% | +35.1% | -56.4% | -32.8% |
| YTD | -17.4% | +5.5% | -22.9% | -22.2% |
| 1Y | +33.6% | -16.8% | +50.4% | +37.9% |
| 3Y | +419.7% | -28.1% | +447.7% | +472.1% |
| 5Y | +241.7% | -17.4% | +259.1% | +249.6% |
| 10Y | +180.8% | +85.4% | +95.3% | +93.7% |
| All | +240.0% | +577.7% | -337.7% | +38.8% |
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