+241.6%
ECHO vs FFIV
+91.3%
+150.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | +3.4% | -1.0% | +4.4% | +3.7% |
| 30D | +2.4% | -5.1% | +7.4% | +4.1% |
| 3M | -28.0% | -4.5% | -23.5% | -27.0% |
| 6M | -21.2% | +36.5% | -57.7% | -31.2% |
| YTD | -17.4% | +53.0% | -70.4% | -31.4% |
| 1Y | +33.6% | +24.2% | +9.4% | +20.2% |
| 3Y | +419.7% | +137.2% | +282.5% | +261.9% |
| All | +241.6% | +91.3% | +150.3% | +146.7% |
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 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