+241.6%
ECHO vs FDX
+65.4%
+176.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.2% |
| 7D | +3.4% | -2.5% | +5.9% | +4.3% |
| 30D | +2.4% | +3.8% | -1.4% | +0.9% |
| 3M | -28.0% | -1.3% | -26.7% | -27.7% |
| 6M | -21.2% | +5.0% | -26.3% | -22.8% |
| YTD | -17.4% | +39.6% | -57.0% | -26.5% |
| 1Y | +33.6% | +81.1% | -47.5% | +9.0% |
| 3Y | +419.7% | +63.0% | +356.6% | +327.4% |
| All | +241.6% | +65.4% | +176.1% | +169.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling