+34.2%
ECHO vs FTV
+37.8%
-3.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.3% | -5.5% | -3.4% |
| 7D | +4.6% | +6.6% | -2.0% | +4.2% |
| 30D | +0.4% | +19.1% | -18.7% | -0.3% |
| 3M | +7.7% | +13.1% | -5.4% | +6.9% |
| 6M | -18.0% | +14.0% | -32.0% | -18.5% |
| YTD | -9.3% | +24.2% | -33.5% | -9.4% |
| 1Y | +34.2% | +36.4% | -2.1% | +30.7% |
| All | +34.2% | +37.8% | -3.6% | +30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 1y: compounded portfolio wealth divided by compounded FTV 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…
1y analysis · Full analysis span regression · 6 months rolling