+183.7%
ECHO vs FN
+900.0%
-716.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.1% | -3.1% | -0.7% |
| 7D | +3.4% | -1.7% | +5.1% | +3.8% |
| 30D | +2.4% | -22.0% | +24.3% | +7.9% |
| 3M | -28.0% | -43.0% | +15.1% | -19.0% |
| 6M | -21.2% | -27.7% | +6.5% | -18.2% |
| YTD | -17.4% | -10.5% | -6.9% | -19.9% |
| 1Y | +33.6% | +12.5% | +21.1% | +20.7% |
| 3Y | +419.7% | +153.8% | +265.9% | +267.2% |
| 5Y | +241.7% | +288.0% | -46.3% | +110.0% |
| All | +183.7% | +900.0% | -716.3% | +39.2% |
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