+11.8%
ECHO vs FDX
+75.9%
-64.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.6% | +6.6% | +5.2% |
| 7D | +8.6% | -3.3% | +11.9% | +10.1% |
| 30D | +3.8% | -1.4% | +5.1% | +4.1% |
| 3M | -19.9% | -4.5% | -15.4% | -18.6% |
| 6M | -12.1% | +9.4% | -21.5% | -16.1% |
| YTD | -14.1% | +36.0% | -50.1% | -24.7% |
| All | +11.8% | +75.9% | -64.1% | -10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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