+140.3%
ECHO vs FN
+763.2%
-622.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.1% | +0.1% | -3.0% |
| 7D | +9.1% | +20.8% | -11.6% | +3.9% |
| 30D | +7.2% | -17.3% | +24.5% | +11.4% |
| 3M | +6.1% | -38.1% | +44.2% | +17.2% |
| 6M | -24.2% | -44.2% | +20.1% | -15.9% |
| YTD | -9.7% | -22.3% | +12.6% | -10.4% |
| 1Y | +40.9% | -20.9% | +61.9% | +38.4% |
| 3Y | +883.3% | +111.1% | +772.2% | +617.4% |
| 5Y | +224.2% | +191.8% | +32.4% | +111.1% |
| All | +140.3% | +763.2% | -622.9% | +20.6% |
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