+902.9%
ECHO vs FDX
+70.4%
+832.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +3.5% | +3.5% | +5.6% |
| 7D | +3.0% | +0.2% | +2.8% | +3.0% |
| 30D | +6.7% | +9.3% | -2.6% | +3.0% |
| 3M | +12.4% | +0.5% | +11.9% | +11.8% |
| 6M | -20.4% | +5.3% | -25.7% | -22.3% |
| YTD | -6.9% | +38.6% | -45.5% | -18.2% |
| 1Y | +37.7% | +53.5% | -15.8% | +16.4% |
| 3Y | +902.9% | +74.2% | +828.7% | +594.3% |
| All | +902.9% | +70.4% | +832.4% | +594.3% |
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