+260.6%
ECHO vs FOXA
+90.4%
+170.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.1% | -1.5% | -0.2% |
| 7D | +2.3% | -3.7% | +6.0% | +3.8% |
| 30D | +4.4% | +5.4% | -1.0% | +2.0% |
| 3M | -20.3% | -3.7% | -16.6% | -20.0% |
| 6M | -15.3% | +12.6% | -27.9% | -21.5% |
| YTD | -15.5% | -10.0% | -5.5% | -13.0% |
| 1Y | +15.0% | +15.0% | -0.1% | +4.0% |
| 3Y | +409.1% | +115.1% | +294.0% | +226.4% |
| 5Y | +260.6% | +93.0% | +167.6% | +140.8% |
| All | +260.6% | +90.4% | +170.2% | +140.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling