+242.6%
ECHO vs FTV
+126.9%
+115.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.9% | +2.0% | +2.5% |
| 7D | +2.2% | +1.4% | +0.8% | +1.6% |
| 30D | +9.8% | +18.3% | -8.5% | +1.3% |
| 3M | +16.8% | +9.8% | +7.0% | +11.6% |
| 6M | -18.1% | +12.3% | -30.4% | -23.3% |
| YTD | -4.2% | +23.1% | -27.3% | -15.6% |
| 1Y | +41.2% | +32.5% | +8.7% | +19.6% |
| 3Y | +943.7% | +38.3% | +905.4% | +760.5% |
| 5Y | +277.5% | +16.8% | +260.7% | +232.0% |
| 10Y | +159.8% | +106.6% | +53.2% | +81.0% |
| All | +242.6% | +126.9% | +115.6% | +137.0% |
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