+34.2%
ECHO vs FRMI
-93.1%
+127.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -10.6% | +7.3% | -2.3% |
| 7D | +4.6% | -39.7% | +44.3% | +9.4% |
| 30D | +0.4% | -55.2% | +55.6% | +7.6% |
| 3M | +7.7% | -71.2% | +78.8% | +19.6% |
| 6M | -18.0% | -64.1% | +46.1% | -12.8% |
| YTD | -9.3% | -77.2% | +68.0% | -0.7% |
| 1Y | +34.2% | -93.2% | +127.4% | +50.5% |
| All | +34.2% | -93.1% | +127.3% | +50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 FRMI 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