+15.5%
ECHO vs FRMI
-78.6%
+94.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.1% | +0.8% |
| 7D | +2.3% | +10.9% | -8.6% | +1.4% |
| 30D | +4.4% | -24.3% | +28.7% | +6.4% |
| 3M | -20.3% | -21.8% | +1.5% | -19.8% |
| 6M | -15.3% | -33.0% | +17.7% | -15.3% |
| YTD | -15.5% | -32.6% | +17.1% | -15.7% |
| All | +15.5% | -78.6% | +94.1% | +15.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling