+275.3%
ECHO vs FN
+206.7%
+68.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +11.9% | -4.9% | +3.9% |
| 7D | +3.0% | +16.3% | -13.3% | -1.1% |
| 30D | +6.7% | -24.7% | +31.4% | +13.5% |
| 3M | +12.4% | -34.9% | +47.3% | +22.6% |
| 6M | -20.4% | -41.1% | +20.7% | -13.0% |
| YTD | -6.9% | -19.6% | +12.7% | -8.7% |
| 1Y | +37.7% | -18.5% | +56.2% | +33.7% |
| 3Y | +902.9% | +119.1% | +783.7% | +625.3% |
| 5Y | +275.3% | +206.9% | +68.4% | +138.5% |
| All | +275.3% | +206.7% | +68.6% | +138.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling