+150.3%
ECHO vs FFIV
+126.3%
+24.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.7% | -2.2% |
| 7D | +3.6% | -2.9% | +6.6% | +4.9% |
| 30D | +7.5% | -32.4% | +39.9% | +22.2% |
| 3M | +16.2% | -22.7% | +38.9% | +25.0% |
| 6M | -20.9% | -10.7% | -10.2% | -20.0% |
| YTD | -6.0% | +25.4% | -31.3% | -18.0% |
| 1Y | +43.4% | +34.2% | +9.2% | +21.7% |
| 3Y | +924.0% | +101.2% | +822.8% | +630.9% |
| 5Y | +249.6% | +42.0% | +207.7% | +177.4% |
| All | +150.3% | +126.3% | +24.0% | +49.8% |
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