+926.7%
ECHO vs FLR
+35.7%
+891.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +3.0% | +2.3% |
| 7D | +5.7% | +5.4% | +0.3% | +3.7% |
| 30D | +13.8% | +2.8% | +11.0% | +13.0% |
| 3M | +9.1% | -6.4% | +15.5% | +11.6% |
| 6M | -24.9% | +8.8% | -33.7% | -28.2% |
| YTD | -8.0% | +23.6% | -31.6% | -17.9% |
| 1Y | +42.9% | +13.8% | +29.1% | +31.2% |
| 3Y | +926.7% | +36.5% | +890.2% | +732.7% |
| All | +926.7% | +35.7% | +891.0% | +732.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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