+321.1%
ECHO vs FGI
-70.0%
+391.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +1.9% | +5.0% | +6.9% |
| 7D | +3.0% | -1.4% | +4.4% | +3.1% |
| 30D | +6.7% | -3.2% | +9.9% | +6.7% |
| 3M | +12.4% | +64.1% | -51.7% | +9.3% |
| 6M | -20.4% | +17.2% | -37.6% | -22.1% |
| YTD | -6.9% | +31.6% | -38.5% | -11.0% |
| 1Y | +37.7% | +45.1% | -7.4% | +30.3% |
| 3Y | +902.9% | -2.0% | +904.8% | +807.8% |
| All | +321.1% | -70.0% | +391.1% | +288.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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