+273.4%
ECHO vs FICO
+2,119.4%
-1,846.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.2% | 0.0% | -2.4% |
| 7D | +4.6% | +0.4% | +4.2% | +4.5% |
| 30D | +0.4% | +1.7% | -1.2% | -0.9% |
| 3M | +7.7% | -33.0% | +40.7% | +16.1% |
| 6M | -18.0% | -33.9% | +15.8% | -13.1% |
| YTD | -9.3% | -58.5% | +49.3% | +8.7% |
| 1Y | +34.2% | -56.4% | +90.6% | +57.8% |
| 3Y | +538.7% | -24.7% | +563.4% | +508.4% |
| 5Y | +279.9% | +83.1% | +196.8% | +160.2% |
| 10Y | +168.2% | +517.2% | -349.0% | +12.5% |
| All | +273.4% | +2,119.4% | -1,846.0% | -20.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling