+926.7%
ECHO vs FE
+50.7%
+876.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.8% |
| 7D | +5.7% | +1.2% | +4.5% | +5.5% |
| 30D | +13.8% | +4.5% | +9.3% | +13.2% |
| 3M | +9.1% | +1.3% | +7.7% | +8.9% |
| 6M | -24.9% | +8.7% | -33.6% | -25.8% |
| YTD | -8.0% | +9.2% | -17.2% | -9.0% |
| 1Y | +42.9% | +7.0% | +35.9% | +41.8% |
| 3Y | +926.7% | +51.4% | +875.3% | +750.8% |
| All | +926.7% | +50.7% | +876.0% | +750.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling