+423.0%
ECHO vs FLNC
-62.9%
+485.8%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.5% | -1.1% | +1.2% |
| 7D | +3.7% | -4.1% | +7.8% | +4.1% |
| 30D | +0.7% | -24.8% | +25.5% | +3.1% |
| 3M | -27.3% | -59.1% | +31.8% | -22.1% |
| 6M | -17.0% | -42.0% | +25.0% | -14.7% |
| YTD | -14.3% | -49.8% | +35.5% | -11.8% |
| 1Y | +20.9% | +43.1% | -22.2% | +12.0% |
| 3Y | +423.0% | -61.0% | +483.9% | +432.6% |
| All | +423.0% | -62.9% | +485.8% | +432.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling