+407.1%
ECHO vs FN
+158.4%
+248.7%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.1% | -3.1% | -0.8% |
| 7D | +3.4% | -1.7% | +5.1% | +3.8% |
| 30D | +2.4% | -22.0% | +24.3% | +8.2% |
| 3M | -28.0% | -43.0% | +15.1% | -18.5% |
| 6M | -21.2% | -27.7% | +6.5% | -18.4% |
| YTD | -17.4% | -10.5% | -6.9% | -21.0% |
| 1Y | +33.6% | +12.5% | +21.1% | +16.9% |
| All | +407.1% | +158.4% | +248.7% | +201.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling