+191.3%
ECHO vs FLUT
-10.4%
+201.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.9% | -2.1% |
| 7D | +5.3% | -2.6% | +7.9% | +5.7% |
| 30D | +2.4% | +5.4% | -2.9% | +1.6% |
| 3M | -21.8% | -10.8% | -11.0% | -21.0% |
| 6M | -16.9% | -9.2% | -7.7% | -16.6% |
| YTD | -16.0% | -53.8% | +37.8% | -7.3% |
| 1Y | +9.3% | -66.0% | +75.2% | +25.7% |
| 3Y | +406.2% | -44.7% | +450.9% | +441.0% |
| 5Y | +251.0% | -50.6% | +301.5% | +266.6% |
| 10Y | +191.3% | -10.4% | +201.7% | +190.7% |
| All | +191.3% | -10.4% | +201.7% | +190.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 10y: compounded portfolio wealth divided by compounded FLUT 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…
10y analysis · Full analysis span regression · 6 months rolling