+133.5%
ECHO vs FIVN
+318.5%
-185.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +0.3% |
| 7D | +3.4% | -2.3% | +5.7% | +3.7% |
| 30D | +2.4% | +12.4% | -10.0% | +0.6% |
| 3M | -28.0% | +36.0% | -64.0% | -31.0% |
| 6M | -21.2% | +86.0% | -107.2% | -28.3% |
| YTD | -17.4% | +65.9% | -83.3% | -24.0% |
| 1Y | +33.6% | +26.5% | +7.1% | +26.9% |
| 3Y | +419.7% | -54.2% | +473.9% | +442.7% |
| 5Y | +241.7% | -80.5% | +322.2% | +273.6% |
| 10Y | +180.8% | +109.6% | +71.1% | +126.1% |
| All | +133.5% | +318.5% | -185.0% | +67.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling