+195.3%
ECHO vs FTV
+90.8%
+104.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.5% |
| 7D | +3.4% | -4.5% | +7.9% | +5.7% |
| 30D | +2.4% | -7.1% | +9.4% | +6.0% |
| 3M | -28.0% | -7.2% | -20.8% | -25.9% |
| 6M | -21.2% | -1.5% | -19.7% | -22.0% |
| YTD | -17.4% | +3.5% | -20.9% | -20.9% |
| 1Y | +33.6% | +20.3% | +13.2% | +17.7% |
| 3Y | +419.7% | -3.1% | +422.8% | +408.6% |
| 5Y | +241.7% | +2.3% | +239.4% | +219.6% |
| 10Y | +180.8% | +76.3% | +104.4% | +111.0% |
| All | +195.3% | +90.8% | +104.6% | +122.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling