+192.7%
ECHO vs FFIV
+224.0%
-31.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.2% | +4.2% | +4.1% |
| 7D | +8.6% | -1.5% | +10.1% | +9.2% |
| 30D | +3.8% | -2.7% | +6.4% | +4.6% |
| 3M | -19.9% | -1.7% | -18.2% | -19.8% |
| 6M | -12.1% | +36.1% | -48.2% | -23.2% |
| YTD | -14.1% | +52.6% | -66.7% | -28.7% |
| 1Y | +15.9% | +21.5% | -5.7% | +4.8% |
| 3Y | +417.8% | +142.7% | +275.2% | +253.9% |
| 5Y | +259.3% | +92.6% | +166.7% | +159.6% |
| 10Y | +192.7% | +225.5% | -32.8% | +67.7% |
| All | +192.7% | +224.0% | -31.3% | +67.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling