+259.8%
ECHO vs FWONK
+97.7%
+162.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.4% |
| 7D | +3.7% | +0.1% | +3.6% | +3.7% |
| 30D | +0.7% | -7.7% | +8.4% | +2.9% |
| 3M | -27.3% | +5.7% | -33.0% | -28.8% |
| 6M | -17.0% | +13.5% | -30.4% | -20.4% |
| YTD | -14.3% | -3.0% | -11.4% | -14.2% |
| 1Y | +20.9% | -6.4% | +27.3% | +22.2% |
| 3Y | +423.0% | +43.8% | +379.1% | +367.6% |
| All | +259.8% | +97.7% | +162.1% | +201.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 5y: compounded portfolio wealth divided by compounded FWONK 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…
5y analysis · Full analysis span regression · 6 months rolling