-8.3%
ECHO vs FPS
-14.8%
+6.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -9.8% | +5.9% | -1.8% |
| 7D | +9.1% | +21.6% | -12.5% | +3.9% |
| 30D | +7.2% | -38.8% | +45.9% | +16.2% |
| 3M | +6.1% | -42.1% | +48.2% | +15.6% |
| 6M | -24.2% | -48.5% | +24.3% | -16.5% |
| All | -8.3% | -14.8% | +6.5% | -7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 FPS 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