+240.0%
ECHO vs FTI
+338.1%
-98.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | +3.4% | +5.3% | -1.9% | +1.9% |
| 30D | +2.4% | +15.3% | -13.0% | -1.7% |
| 3M | -28.0% | +15.8% | -43.7% | -31.1% |
| 6M | -21.2% | +22.6% | -43.8% | -26.3% |
| YTD | -17.4% | +79.5% | -96.9% | -30.6% |
| 1Y | +33.6% | +102.0% | -68.4% | +8.3% |
| 3Y | +419.7% | +315.8% | +103.9% | +238.0% |
| 5Y | +241.7% | +1,129.5% | -887.8% | +53.6% |
| 10Y | +180.8% | +320.9% | -140.2% | +46.6% |
| All | +240.0% | +338.1% | -98.1% | +36.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling