+94.7%
ECHO vs FND
+54.9%
+39.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +0.9% |
| 7D | +2.3% | -5.1% | +7.4% | +3.5% |
| 30D | +4.4% | -22.5% | +26.9% | +10.5% |
| 3M | -20.3% | -5.0% | -15.3% | -20.0% |
| 6M | -15.3% | -21.5% | +6.2% | -11.7% |
| YTD | -15.5% | -23.0% | +7.5% | -11.7% |
| 1Y | +15.0% | -44.9% | +59.9% | +29.1% |
| 3Y | +409.1% | -50.0% | +459.1% | +472.0% |
| 5Y | +260.6% | -63.3% | +324.0% | +314.5% |
| All | +94.7% | +54.9% | +39.8% | +67.4% |
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