+33.6%
ECHO vs FLNC
+53.3%
-19.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.1% |
| 7D | +3.4% | -4.9% | +8.3% | +3.8% |
| 30D | +2.4% | -27.3% | +29.6% | +4.9% |
| 3M | -28.0% | -61.9% | +33.9% | -23.5% |
| 6M | -21.2% | -34.5% | +13.2% | -19.0% |
| YTD | -17.4% | -47.7% | +30.3% | -13.8% |
| 1Y | +33.6% | +53.3% | -19.7% | +49.3% |
| All | +33.6% | +53.3% | -19.7% | +49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 FLNC 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