+188.4%
ECHO vs FIVN
+115.6%
+72.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.6% |
| 7D | +2.3% | -11.3% | +13.6% | +3.7% |
| 30D | +4.4% | -7.3% | +11.7% | +5.1% |
| 3M | -20.3% | +41.7% | -62.0% | -24.2% |
| 6M | -15.3% | +78.3% | -93.6% | -22.8% |
| YTD | -15.5% | +50.9% | -66.4% | -21.6% |
| 1Y | +15.0% | +19.7% | -4.7% | +9.8% |
| 3Y | +409.1% | -55.7% | +464.9% | +434.3% |
| 5Y | +260.6% | -82.6% | +343.2% | +296.1% |
| All | +188.4% | +115.6% | +72.8% | +141.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 FIVN 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