+90.4%
ECHO vs FND
+66.0%
+24.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.4% |
| 7D | +3.4% | -5.2% | +8.6% | +4.6% |
| 30D | +2.4% | -19.9% | +22.2% | +7.6% |
| 3M | -28.0% | +2.7% | -30.7% | -29.0% |
| 6M | -21.2% | -21.7% | +0.4% | -17.7% |
| YTD | -17.4% | -17.5% | +0.1% | -15.0% |
| 1Y | +33.6% | -39.3% | +72.9% | +46.7% |
| 3Y | +419.7% | -49.8% | +469.4% | +483.0% |
| 5Y | +241.7% | -60.1% | +301.8% | +285.4% |
| All | +90.4% | +66.0% | +24.4% | +61.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling