+424.5%
ECHO vs FLR
+61.1%
+363.5%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.8% | +3.2% | +3.7% |
| 7D | +8.6% | +0.7% | +7.9% | +8.3% |
| 30D | +3.8% | -0.7% | +4.4% | +3.7% |
| 3M | -19.9% | +14.3% | -34.2% | -24.6% |
| 6M | -12.1% | +25.6% | -37.7% | -21.6% |
| YTD | -14.1% | +42.9% | -56.9% | -27.8% |
| 1Y | +15.9% | +38.7% | -22.9% | -2.9% |
| All | +424.5% | +61.1% | +363.5% | +275.5% |
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