+283.1%
ECHO vs FFIV
+1,034.0%
-750.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +2.2% | +4.7% | +6.3% |
| 7D | +3.0% | -2.1% | +5.1% | +3.8% |
| 30D | +6.7% | -33.8% | +40.5% | +19.7% |
| 3M | +12.4% | -20.6% | +33.0% | +18.8% |
| 6M | -20.4% | -10.2% | -10.2% | -19.4% |
| YTD | -6.9% | +24.5% | -31.4% | -15.7% |
| 1Y | +37.7% | +29.3% | +8.4% | +23.3% |
| 3Y | +902.9% | +103.8% | +799.1% | +673.8% |
| 5Y | +275.3% | +40.9% | +234.5% | +217.8% |
| 10Y | +159.0% | +126.6% | +32.4% | +83.4% |
| All | +283.1% | +1,034.0% | -750.9% | +46.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling