+902.9%
ECHO vs FLUT
-46.0%
+948.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +0.4% | +6.6% | +6.9% |
| 7D | +3.0% | -6.5% | +9.5% | +4.0% |
| 30D | +6.7% | +2.8% | +3.9% | +6.0% |
| 3M | +12.4% | -13.5% | +25.8% | +14.5% |
| 6M | -20.4% | -19.0% | -1.4% | -18.5% |
| YTD | -6.9% | -61.9% | +55.0% | +15.6% |
| 1Y | +37.7% | -63.2% | +100.9% | +71.8% |
| 3Y | +902.9% | -46.0% | +948.9% | +1,065.8% |
| All | +902.9% | -46.0% | +948.8% | +1,065.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling