+174.3%
ECHO vs FSLY
-4.2%
+178.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | +0.2% |
| 7D | +3.4% | -10.6% | +14.0% | +4.2% |
| 30D | +2.4% | -20.9% | +23.3% | +3.6% |
| 3M | -28.0% | +3.4% | -31.4% | -28.5% |
| 6M | -21.2% | +2.7% | -24.0% | -23.5% |
| YTD | -17.4% | +102.3% | -119.6% | -24.8% |
| 1Y | +33.6% | +182.1% | -148.5% | +17.3% |
| 3Y | +419.7% | -14.6% | +434.2% | +375.5% |
| 5Y | +241.7% | -55.9% | +297.6% | +205.2% |
| All | +174.3% | -4.2% | +178.5% | +111.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling