+15.9%
ECHO vs FLUT
-66.0%
+81.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.6% | +3.4% | +4.0% |
| 7D | +8.6% | +3.8% | +4.8% | +8.7% |
| 30D | +3.8% | +6.3% | -2.5% | +4.0% |
| 3M | -19.9% | -4.0% | -15.8% | -19.9% |
| 6M | -12.1% | -10.3% | -1.8% | -11.8% |
| YTD | -14.1% | -53.2% | +39.1% | -7.5% |
| 1Y | +15.9% | -65.0% | +80.9% | +18.8% |
| All | +15.9% | -66.0% | +81.9% | +18.8% |
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