+262.5%
ECHO vs FFIV
+39.5%
+223.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.3% | +5.5% | +5.3% |
| 7D | -2.4% | -8.1% | +5.7% | +0.5% |
| 30D | -3.1% | -33.4% | +30.2% | +9.7% |
| 3M | +8.7% | -24.7% | +33.5% | +17.1% |
| 6M | -24.8% | -8.8% | -15.9% | -25.2% |
| YTD | -13.0% | +21.8% | -34.7% | -24.2% |
| 1Y | +33.9% | +25.3% | +8.6% | +15.2% |
| 3Y | +791.8% | +101.2% | +690.6% | +528.7% |
| All | +262.5% | +39.5% | +223.1% | +168.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling