+144.9%
ECHO vs FTV
+109.2%
+35.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | +5.7% | +3.9% | +1.8% | +3.8% |
| 30D | +13.8% | +18.7% | -4.8% | +4.7% |
| 3M | +9.1% | +10.0% | -0.9% | +4.0% |
| 6M | -24.9% | +14.6% | -39.5% | -30.5% |
| YTD | -8.0% | +23.4% | -31.4% | -19.3% |
| 1Y | +42.9% | +31.3% | +11.6% | +21.3% |
| 3Y | +926.7% | +39.8% | +886.9% | +738.2% |
| 5Y | +230.4% | +17.7% | +212.7% | +188.8% |
| All | +144.9% | +109.2% | +35.7% | +71.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling