+412.7%
ECHO vs FSLY
-0.4%
+413.1%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.7% | -7.9% | -2.8% |
| 7D | +5.3% | +11.2% | -5.8% | +4.3% |
| 30D | +2.4% | -18.2% | +20.6% | +4.0% |
| 3M | -21.8% | +21.9% | -43.7% | -23.8% |
| 6M | -16.9% | +4.0% | -21.0% | -20.5% |
| YTD | -16.0% | +123.1% | -139.1% | -27.9% |
| 1Y | +9.3% | +196.9% | -187.6% | -12.5% |
| All | +412.7% | -0.4% | +413.1% | +287.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLY.
Daily Out/Under-Performance
Portfolio return minus FSLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLY 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 FSLY 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