+34.2%
ECHO vs FN
-25.7%
+59.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -6.0% | +2.7% | -2.1% |
| 7D | +4.6% | -7.0% | +11.6% | +5.7% |
| 30D | +0.4% | -24.7% | +25.1% | +5.2% |
| 3M | +7.7% | -35.7% | +43.3% | +15.1% |
| 6M | -18.0% | -52.4% | +34.4% | -9.7% |
| YTD | -9.3% | -25.0% | +15.7% | -8.9% |
| 1Y | +34.2% | -25.7% | +59.9% | +34.3% |
| All | +34.2% | -25.7% | +59.9% | +34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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