+271.6%
ECHO vs FE
+51.0%
+220.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.1% | -3.9% | -4.0% |
| 7D | +9.1% | -0.3% | +9.4% | +9.2% |
| 30D | +7.2% | +3.9% | +3.3% | +5.9% |
| 3M | +6.1% | -0.1% | +6.2% | +6.0% |
| 6M | -24.2% | +6.1% | -30.2% | -25.7% |
| YTD | -9.7% | +8.1% | -17.8% | -12.1% |
| 1Y | +40.9% | +4.4% | +36.5% | +38.4% |
| 3Y | +883.3% | +49.0% | +834.3% | +759.9% |
| 5Y | +224.2% | +46.1% | +178.1% | +184.0% |
| 10Y | +141.3% | +122.6% | +18.7% | +79.6% |
| All | +271.6% | +51.0% | +220.5% | +182.2% |
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