+33.6%
ECHO vs FFIV
+25.9%
+7.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | +3.4% | -1.0% | +4.4% | +3.6% |
| 30D | +2.4% | -5.1% | +7.4% | +3.4% |
| 3M | -28.0% | -4.5% | -23.5% | -27.3% |
| 6M | -21.2% | +36.5% | -57.7% | -27.9% |
| YTD | -17.4% | +53.0% | -70.4% | -27.1% |
| 1Y | +33.6% | +24.2% | +9.4% | +23.7% |
| All | +33.6% | +25.9% | +7.7% | +23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 1y: compounded portfolio wealth divided by compounded FFIV 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…
1y analysis · Full analysis span regression · 6 months rolling