+260.6%
ECHO vs FIVN
-82.6%
+343.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.6% |
| 7D | +2.3% | -11.3% | +13.6% | +4.1% |
| 30D | +4.4% | -7.3% | +11.7% | +5.3% |
| 3M | -20.3% | +41.7% | -62.0% | -25.4% |
| 6M | -15.3% | +78.3% | -93.6% | -25.3% |
| YTD | -15.5% | +50.9% | -66.4% | -23.6% |
| 1Y | +15.0% | +19.7% | -4.7% | +8.5% |
| 3Y | +409.1% | -55.7% | +464.9% | +449.2% |
| 5Y | +260.6% | -82.6% | +343.2% | +321.2% |
| All | +260.6% | -82.6% | +343.2% | +321.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling