+241.6%
ECHO vs FICO
+99.8%
+141.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -16.7% | +16.7% | +2.9% |
| 7D | +3.4% | -19.2% | +22.6% | +7.0% |
| 30D | +2.4% | -14.6% | +17.0% | +4.7% |
| 3M | -28.0% | -20.1% | -7.9% | -26.3% |
| 6M | -21.2% | -36.3% | +15.1% | -15.9% |
| YTD | -17.4% | -44.9% | +27.5% | -8.9% |
| 1Y | +33.6% | -38.6% | +72.2% | +41.5% |
| 3Y | +419.7% | +4.0% | +415.7% | +382.9% |
| All | +241.6% | +99.8% | +141.8% | +166.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling