+287.0%
ECHO vs FTI
+258.8%
+28.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.3% | -3.2% | -2.2% |
| 7D | +3.6% | +1.4% | +2.3% | +3.4% |
| 30D | +7.5% | -6.3% | +13.7% | +9.4% |
| 3M | +16.2% | -13.1% | +29.3% | +20.5% |
| 6M | -20.9% | -8.0% | -12.9% | -19.7% |
| YTD | -6.0% | +47.1% | -53.0% | -16.7% |
| 1Y | +43.4% | +50.7% | -7.3% | +26.1% |
| 3Y | +924.0% | +209.0% | +715.1% | +622.2% |
| 5Y | +249.6% | +847.0% | -597.3% | +70.0% |
| 10Y | +151.3% | +184.3% | -33.0% | +46.8% |
| All | +287.0% | +258.8% | +28.2% | +63.8% |
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