+159.0%
ECHO vs FN
+837.6%
-678.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +11.9% | -4.9% | +4.0% |
| 7D | +3.0% | +16.3% | -13.3% | -1.0% |
| 30D | +6.7% | -24.7% | +31.4% | +13.6% |
| 3M | +12.4% | -34.9% | +47.3% | +22.6% |
| 6M | -20.4% | -41.1% | +20.7% | -12.9% |
| YTD | -6.9% | -19.6% | +12.7% | -8.2% |
| 1Y | +37.7% | -18.5% | +56.2% | +34.4% |
| 3Y | +902.9% | +119.1% | +783.7% | +626.1% |
| 5Y | +275.3% | +206.9% | +68.4% | +141.8% |
| 10Y | +159.0% | +826.4% | -667.4% | +29.8% |
| All | +159.0% | +837.6% | -678.6% | +29.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling