+293.8%
ECHO vs FGI
-70.6%
+364.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.8% | -3.2% | -4.0% |
| 7D | -2.4% | -7.0% | +4.6% | -2.2% |
| 30D | -3.1% | -4.2% | +1.1% | -3.1% |
| 3M | +8.7% | +55.6% | -46.9% | +5.9% |
| 6M | -24.8% | -3.2% | -21.6% | -25.9% |
| YTD | -13.0% | +29.1% | -42.1% | -16.8% |
| 1Y | +33.9% | +51.0% | -17.0% | +26.5% |
| 3Y | +791.8% | +1.5% | +790.3% | +705.4% |
| All | +293.8% | -70.6% | +364.3% | +263.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling