+258.3%
ECHO vs FE
+49.3%
+208.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.4% |
| 3M | +8.7% | -1.0% | +9.7% | +8.9% |
| 6M | -24.8% | +4.0% | -28.8% | -25.9% |
| YTD | -13.0% | +6.8% | -19.8% | -15.0% |
| 1Y | +33.9% | +5.3% | +28.6% | +31.2% |
| 3Y | +791.8% | +44.6% | +747.2% | +686.8% |
| 5Y | +261.7% | +44.2% | +217.5% | +218.0% |
| 10Y | +157.3% | +107.3% | +50.0% | +95.4% |
| All | +258.3% | +49.3% | +208.9% | +173.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling