+209.7%
ECHO vs FOXA
+92.4%
+117.4%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.2% | +0.9% |
| 7D | +3.7% | +0.8% | +2.9% | +3.4% |
| 30D | +0.7% | +5.0% | -4.4% | -1.7% |
| 3M | -27.3% | -3.0% | -24.3% | -27.5% |
| 6M | -17.0% | +14.8% | -31.7% | -24.0% |
| YTD | -14.3% | -8.9% | -5.4% | -12.8% |
| 1Y | +20.9% | +13.3% | +7.6% | +9.9% |
| 3Y | +423.0% | +115.4% | +307.6% | +241.3% |
| 5Y | +265.7% | +95.3% | +170.4% | +144.7% |
| All | +209.7% | +92.4% | +117.4% | +88.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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