+159.8%
ECHO vs FLUT
-25.6%
+185.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.6% | +2.3% | +2.9% |
| 7D | +2.2% | -1.5% | +3.6% | +2.3% |
| 30D | +9.8% | +3.4% | +6.4% | +9.2% |
| 3M | +16.8% | -12.5% | +29.3% | +18.2% |
| 6M | -18.1% | -18.5% | +0.4% | -16.7% |
| YTD | -4.2% | -61.6% | +57.5% | +7.9% |
| 1Y | +41.2% | -64.1% | +105.3% | +60.2% |
| 3Y | +943.7% | -44.5% | +988.2% | +1,016.1% |
| 5Y | +277.5% | -51.3% | +328.8% | +298.5% |
| 10Y | +159.8% | -25.6% | +185.4% | +163.5% |
| All | +159.8% | -25.6% | +185.4% | +163.5% |
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