+34.2%
ECHO vs FLNC
-69.0%
+103.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +10.2% | -13.4% | -4.3% |
| 7D | +4.6% | -2.1% | +6.7% | +4.7% |
| 30D | +0.4% | -20.8% | +21.2% | +2.6% |
| 3M | +7.7% | -61.3% | +69.0% | +17.5% |
| 6M | -18.0% | -50.9% | +32.8% | -13.1% |
| YTD | -9.3% | -69.4% | +60.1% | +0.8% |
| 1Y | +34.2% | -68.4% | +102.6% | +47.3% |
| All | +34.2% | -69.0% | +103.2% | +47.3% |
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