+412.3%
ECHO vs FDX
+65.3%
+347.0%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.2% |
| 7D | +3.4% | -2.5% | +5.9% | +4.5% |
| 30D | +2.4% | +3.8% | -1.4% | +0.6% |
| 3M | -28.0% | -1.3% | -26.7% | -27.7% |
| 6M | -21.2% | +5.0% | -26.3% | -23.2% |
| YTD | -17.4% | +39.6% | -57.0% | -28.3% |
| 1Y | +33.6% | +81.1% | -47.5% | +4.2% |
| All | +412.3% | +65.3% | +347.0% | +270.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling