+41.2%
ECHO vs FLUT
-63.4%
+104.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.6% | +2.3% | +3.0% |
| 7D | +2.2% | -1.5% | +3.6% | +2.1% |
| 30D | +9.8% | +3.4% | +6.4% | +10.0% |
| 3M | +16.8% | -12.5% | +29.3% | +16.9% |
| 6M | -18.1% | -18.5% | +0.4% | -18.0% |
| YTD | -4.2% | -61.6% | +57.5% | +5.6% |
| 1Y | +41.2% | -64.1% | +105.3% | +57.1% |
| All | +41.2% | -63.4% | +104.7% | +57.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling