+18.5%
ECHO vs FIGR
+5.9%
+12.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.9% | -2.2% |
| 7D | +5.3% | +14.9% | -9.5% | +4.2% |
| 30D | +2.4% | +32.3% | -29.8% | +0.1% |
| 3M | -21.8% | +34.8% | -56.6% | -23.7% |
| 6M | -16.9% | +16.8% | -33.7% | -18.3% |
| YTD | -16.0% | -6.7% | -9.3% | -16.7% |
| All | +18.5% | +5.9% | +12.6% | +24.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling