+34.2%
ECHO vs FND
-10.3%
+44.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +10.9% | -14.2% | -4.7% |
| 7D | +4.6% | +12.3% | -7.7% | +2.7% |
| 30D | +0.4% | +14.7% | -14.3% | -1.8% |
| 3M | +7.7% | -12.0% | +19.7% | +10.5% |
| 6M | -18.0% | +10.8% | -28.8% | -20.3% |
| YTD | -9.3% | -12.3% | +3.0% | -4.1% |
| 1Y | +34.2% | -13.4% | +47.6% | +40.2% |
| All | +34.2% | -10.3% | +44.5% | +40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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