+17.2%
ECHO vs FRMI
-78.1%
+95.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.0% | -0.6% | +1.2% |
| 7D | +3.7% | +7.4% | -3.7% | +3.1% |
| 30D | +0.7% | -27.6% | +28.3% | +3.0% |
| 3M | -27.3% | -20.9% | -6.4% | -26.9% |
| 6M | -17.0% | -36.6% | +19.6% | -16.6% |
| YTD | -14.3% | -31.3% | +16.9% | -14.7% |
| All | +17.2% | -78.1% | +95.3% | +17.2% |
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