+20.9%
ECHO vs FIGR
-3.1%
+24.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.6% | +6.1% | +1.8% |
| 7D | +3.7% | -3.0% | +6.8% | +3.9% |
| 30D | +0.7% | +13.7% | -13.0% | -0.5% |
| 3M | -27.3% | +23.9% | -51.2% | -28.6% |
| 6M | -17.0% | -8.4% | -8.5% | -17.7% |
| YTD | -14.3% | -14.6% | +0.3% | -14.5% |
| 1Y | +20.9% | +12.1% | +8.8% | +27.8% |
| All | +20.9% | -3.1% | +24.0% | +27.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling