+262.5%
ECHO vs FE
+42.2%
+220.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.4% | +6.6% | +5.6% |
| 7D | -2.4% | -1.0% | -1.4% | -2.1% |
| 30D | -3.1% | +4.1% | -7.3% | -4.5% |
| 3M | +8.7% | -1.0% | +9.7% | +8.9% |
| 6M | -24.8% | +4.0% | -28.8% | -26.0% |
| YTD | -13.0% | +6.8% | -19.8% | -15.2% |
| 1Y | +33.9% | +5.3% | +28.6% | +31.0% |
| 3Y | +791.8% | +44.6% | +747.2% | +648.6% |
| All | +262.5% | +42.2% | +220.3% | +190.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling