+151.3%
ECHO vs FE
+120.9%
+30.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -1.9% |
| 7D | +3.6% | -0.4% | +4.0% | +3.7% |
| 30D | +7.5% | +3.6% | +3.9% | +6.4% |
| 3M | +16.2% | +0.3% | +15.8% | +15.9% |
| 6M | -20.9% | +6.4% | -27.3% | -22.4% |
| YTD | -6.0% | +8.1% | -14.1% | -8.3% |
| 1Y | +43.4% | +4.6% | +38.8% | +41.0% |
| 3Y | +924.0% | +49.1% | +874.9% | +798.9% |
| 5Y | +249.6% | +46.1% | +203.5% | +207.9% |
| 10Y | +151.3% | +122.7% | +28.6% | +115.6% |
| All | +151.3% | +120.9% | +30.4% | +115.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 10y: compounded portfolio wealth divided by compounded FE 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…
10y analysis · Full analysis span regression · 6 months rolling