+262.5%
ECHO vs FN
+170.4%
+92.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.2% | +0.2% | -3.0% |
| 7D | -2.4% | 0.0% | -2.3% | -2.6% |
| 30D | -3.1% | -34.3% | +31.2% | +6.7% |
| 3M | +8.7% | -39.9% | +48.6% | +21.1% |
| 6M | -24.8% | -51.8% | +27.1% | -13.4% |
| YTD | -13.0% | -28.1% | +15.2% | -12.1% |
| 1Y | +33.9% | -29.1% | +63.0% | +34.8% |
| 3Y | +791.8% | +102.4% | +689.4% | +559.7% |
| All | +262.5% | +170.4% | +92.2% | +138.1% |
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