+198.6%
ECHO vs FOXA
+90.8%
+107.8%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.4% | +3.4% | +1.5% |
| 7D | +3.4% | -4.0% | +7.4% | +5.2% |
| 30D | +2.4% | +12.0% | -9.6% | -3.0% |
| 3M | -28.0% | +0.3% | -28.2% | -29.3% |
| 6M | -21.2% | +12.5% | -33.7% | -27.3% |
| YTD | -17.4% | -9.6% | -7.8% | -15.7% |
| 1Y | +33.6% | +8.6% | +25.0% | +23.8% |
| 3Y | +419.7% | +118.5% | +301.1% | +236.9% |
| 5Y | +241.7% | +88.8% | +153.0% | +132.4% |
| All | +198.6% | +90.8% | +107.8% | +82.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling