+969.4%
ECHO vs FGI
-0.1%
+969.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.1% | +3.1% | +2.9% |
| 7D | +2.2% | -4.1% | +6.3% | +2.3% |
| 30D | +9.8% | -3.4% | +13.2% | +9.9% |
| 3M | +16.8% | +61.8% | -44.9% | +14.2% |
| 6M | -18.1% | +17.0% | -35.1% | -19.5% |
| YTD | -4.2% | +31.4% | -35.6% | -7.8% |
| 1Y | +41.2% | +42.7% | -1.4% | +34.7% |
| All | +969.4% | -0.1% | +969.5% | +864.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling