+412.7%
ECHO vs FTI
+274.9%
+137.8%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.1% |
| 7D | +5.3% | -2.3% | +7.7% | +6.0% |
| 30D | +2.4% | +5.0% | -2.6% | +1.1% |
| 3M | -21.8% | +13.8% | -35.6% | -24.8% |
| 6M | -16.9% | +22.9% | -39.8% | -22.4% |
| YTD | -16.0% | +75.0% | -91.0% | -29.7% |
| 1Y | +9.3% | +96.9% | -87.6% | -12.2% |
| All | +412.7% | +274.9% | +137.8% | +270.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling