+252.9%
ECHO vs FRSH
-72.6%
+325.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.7% |
| 7D | +2.3% | -11.2% | +13.4% | +4.1% |
| 30D | +4.4% | -0.8% | +5.2% | +4.2% |
| 3M | -20.3% | +26.4% | -46.7% | -23.8% |
| 6M | -15.3% | +48.4% | -63.7% | -21.7% |
| YTD | -15.5% | -3.1% | -12.4% | -16.3% |
| 1Y | +15.0% | -8.7% | +23.7% | +14.9% |
| 3Y | +409.1% | -45.8% | +454.9% | +439.4% |
| All | +252.9% | -72.6% | +325.4% | +235.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 all: compounded portfolio wealth divided by compounded FRSH 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…
all analysis · Full analysis span regression · 6 months rolling