-5.4%
ECHO vs FPS
-13.1%
+7.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +16.0% | -9.1% | +3.2% |
| 7D | +3.0% | -8.0% | +11.0% | +3.9% |
| 30D | +6.7% | -43.5% | +50.2% | +17.7% |
| 3M | +12.4% | -41.6% | +54.0% | +22.6% |
| 6M | -20.4% | -44.0% | +23.6% | -13.5% |
| All | -5.4% | -13.1% | +7.6% | -4.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling