+240.0%
ECHO vs FLR
-7.8%
+247.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.6% |
| 7D | +3.4% | +5.4% | -2.0% | +1.9% |
| 30D | +2.4% | +11.4% | -9.0% | -1.1% |
| 3M | -28.0% | +11.4% | -39.4% | -30.5% |
| 6M | -21.2% | +16.6% | -37.9% | -25.8% |
| YTD | -17.4% | +41.7% | -59.1% | -26.4% |
| 1Y | +33.6% | +35.4% | -1.8% | +19.6% |
| 3Y | +419.7% | +57.3% | +362.4% | +339.2% |
| 5Y | +241.7% | +241.0% | +0.7% | +128.8% |
| 10Y | +180.8% | +16.6% | +164.1% | +104.7% |
| All | +240.0% | -7.8% | +247.9% | +113.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling