+112.0%
ECHO vs FND
+57.9%
+54.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.2% | +4.1% | +2.4% |
| 7D | +5.7% | -6.8% | +12.5% | +7.4% |
| 30D | +13.8% | +8.0% | +5.8% | +11.3% |
| 3M | +9.1% | -18.9% | +28.0% | +13.7% |
| 6M | -24.9% | +4.7% | -29.6% | -26.9% |
| YTD | -8.0% | -21.6% | +13.6% | -4.8% |
| 1Y | +42.9% | -22.0% | +64.9% | +47.7% |
| 3Y | +926.7% | -40.4% | +967.1% | +1,000.5% |
| 5Y | +230.4% | -63.8% | +294.2% | +279.8% |
| All | +112.0% | +57.9% | +54.2% | +80.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling