+791.8%
ECHO vs FFIV
+102.2%
+689.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.3% | +5.5% | +5.3% |
| 7D | -2.4% | -8.1% | +5.7% | +0.2% |
| 30D | -3.1% | -33.4% | +30.2% | +8.5% |
| 3M | +8.7% | -24.7% | +33.5% | +16.1% |
| 6M | -24.8% | -8.8% | -15.9% | -25.8% |
| YTD | -13.0% | +21.8% | -34.7% | -25.3% |
| 1Y | +33.9% | +25.3% | +8.6% | +13.3% |
| 3Y | +791.8% | +101.2% | +690.6% | +428.4% |
| All | +791.8% | +102.2% | +689.6% | +428.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling