+412.3%
ECHO vs FLUT
-41.5%
+453.8%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.4% |
| 7D | +3.4% | -1.6% | +5.0% | +3.7% |
| 30D | +2.4% | +7.7% | -5.4% | +0.6% |
| 3M | -28.0% | -0.7% | -27.2% | -28.4% |
| 6M | -21.2% | -11.2% | -10.1% | -20.2% |
| YTD | -17.4% | -53.4% | +36.1% | -0.3% |
| 1Y | +33.6% | -65.8% | +99.4% | +75.7% |
| All | +412.3% | -41.5% | +453.8% | +482.0% |
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