+188.4%
ECHO vs FTI
+301.2%
-112.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.9% | +3.4% | +1.3% |
| 7D | +2.3% | -5.6% | +7.9% | +3.8% |
| 30D | +4.4% | +0.4% | +4.0% | +4.2% |
| 3M | -20.3% | +8.1% | -28.4% | -22.3% |
| 6M | -15.3% | +16.7% | -32.0% | -19.4% |
| YTD | -15.5% | +70.0% | -85.5% | -27.2% |
| 1Y | +15.0% | +85.4% | -70.5% | -3.4% |
| 3Y | +409.1% | +265.9% | +143.2% | +253.1% |
| 5Y | +260.6% | +1,072.7% | -812.1% | +74.6% |
| All | +188.4% | +301.2% | -112.8% | +51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded FTI 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling