+153.6%
ECHO vs FICO
+512.2%
-358.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.4% | +5.6% | +5.3% |
| 7D | -2.4% | -0.9% | -1.5% | -2.2% |
| 30D | -3.1% | +3.3% | -6.5% | -4.6% |
| 3M | +8.7% | -31.7% | +40.4% | +15.4% |
| 6M | -24.8% | -34.0% | +9.2% | -21.0% |
| YTD | -13.0% | -58.3% | +45.4% | +2.1% |
| 1Y | +33.9% | -57.9% | +91.9% | +56.3% |
| 3Y | +791.8% | -24.1% | +815.9% | +745.1% |
| 5Y | +261.7% | +85.3% | +176.4% | +153.7% |
| All | +153.6% | +512.2% | -358.7% | +12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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