+240.0%
ECHO vs FDX
+457.6%
-217.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.2% |
| 7D | +3.4% | -2.5% | +5.9% | +4.4% |
| 30D | +2.4% | +3.8% | -1.4% | +0.8% |
| 3M | -28.0% | -1.3% | -26.7% | -27.7% |
| 6M | -21.2% | +5.0% | -26.3% | -23.1% |
| YTD | -17.4% | +39.6% | -57.0% | -27.9% |
| 1Y | +33.6% | +81.1% | -47.5% | +5.1% |
| 3Y | +419.7% | +63.0% | +356.6% | +315.1% |
| 5Y | +241.7% | +65.6% | +176.1% | +161.0% |
| 10Y | +180.8% | +183.4% | -2.6% | +59.0% |
| All | +240.0% | +457.6% | -217.6% | +31.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling