+277.0%
ECHO vs FN
+189.5%
+87.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -6.0% | +2.7% | -1.8% |
| 7D | +4.6% | -7.0% | +11.6% | +6.1% |
| 30D | +0.4% | -24.7% | +25.1% | +6.9% |
| 3M | +7.7% | -35.7% | +43.3% | +17.9% |
| 6M | -18.0% | -52.4% | +34.4% | -5.4% |
| YTD | -9.3% | -25.0% | +15.7% | -9.3% |
| 1Y | +34.2% | -25.7% | +59.9% | +33.3% |
| 3Y | +538.7% | +110.2% | +428.5% | +368.2% |
| All | +277.0% | +189.5% | +87.5% | +147.1% |
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