+11.4%
ECHO vs FN
+8.8%
+2.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.1% | -3.1% | -0.5% |
| 7D | +3.4% | -1.7% | +5.1% | +3.7% |
| 30D | +2.4% | -22.0% | +24.3% | +6.3% |
| 3M | -28.0% | -43.0% | +15.1% | -22.5% |
| 6M | -21.2% | -27.7% | +6.5% | -19.6% |
| YTD | -17.4% | -10.5% | -6.9% | -19.3% |
| All | +11.4% | +8.8% | +2.6% | +2.7% |
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