+188.4%
ECHO vs FTV
+80.1%
+108.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | +1.7% |
| 7D | +2.3% | -5.2% | +7.5% | +5.0% |
| 30D | +4.4% | -11.5% | +15.9% | +10.7% |
| 3M | -20.3% | -9.0% | -11.3% | -17.2% |
| 6M | -15.3% | -2.0% | -13.3% | -16.0% |
| YTD | -15.5% | -0.9% | -14.6% | -17.4% |
| 1Y | +15.0% | +14.8% | +0.2% | +3.4% |
| 3Y | +409.1% | -5.5% | +414.7% | +404.3% |
| 5Y | +260.6% | -1.9% | +262.5% | +243.8% |
| All | +188.4% | +80.1% | +108.3% | +118.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling