+259.3%
ECHO vs FSLY
-54.2%
+313.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.4% | -0.3% | +3.6% |
| 7D | +8.6% | +3.5% | +5.1% | +8.2% |
| 30D | +3.8% | -6.4% | +10.2% | +3.9% |
| 3M | -19.9% | +10.9% | -30.8% | -21.2% |
| 6M | -12.1% | +6.7% | -18.8% | -15.9% |
| YTD | -14.1% | +111.1% | -125.2% | -25.2% |
| 1Y | +15.9% | +185.8% | -169.9% | -4.5% |
| 3Y | +417.8% | -6.6% | +424.4% | +353.4% |
| 5Y | +259.3% | -52.4% | +311.7% | +213.1% |
| All | +259.3% | -54.2% | +313.5% | +213.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling