+19.2%
ECHO vs FIGR
+1.6%
+17.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.1% | +4.6% | +0.9% |
| 7D | +2.3% | +1.0% | +1.3% | +2.2% |
| 30D | +4.4% | +31.4% | -27.0% | +2.1% |
| 3M | -20.3% | +30.3% | -50.6% | -22.1% |
| 6M | -15.3% | -7.6% | -7.7% | -16.4% |
| YTD | -15.5% | -10.5% | -5.0% | -15.9% |
| All | +19.2% | +1.6% | +17.6% | +25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 FIGR 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