+273.7%
ECHO vs FGI
-70.4%
+344.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.5% | -7.5% | -0.2% |
| 7D | +3.4% | +0.5% | +2.9% | +3.4% |
| 30D | +2.4% | +65.4% | -63.0% | -0.4% |
| 3M | -28.0% | +23.5% | -51.5% | -29.4% |
| 6M | -21.2% | +60.5% | -81.8% | -25.2% |
| YTD | -17.4% | +30.0% | -47.4% | -20.9% |
| 1Y | +33.6% | +82.1% | -48.5% | +22.1% |
| 3Y | +419.7% | -4.4% | +424.1% | +371.2% |
| All | +273.7% | -70.4% | +344.1% | +245.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling