+902.9%
ECHO vs FICO
-19.7%
+922.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +2.7% | +4.2% | +6.6% |
| 7D | +3.0% | -0.1% | +3.1% | +3.0% |
| 30D | +6.7% | +8.4% | -1.7% | +5.2% |
| 3M | +12.4% | -30.5% | +42.9% | +16.7% |
| 6M | -20.4% | -35.7% | +15.3% | -17.5% |
| YTD | -6.9% | -57.2% | +50.3% | +6.7% |
| 1Y | +37.7% | -58.4% | +96.1% | +58.9% |
| 3Y | +902.9% | -24.8% | +927.7% | +658.1% |
| All | +902.9% | -19.7% | +922.6% | +658.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling