+548.6%
FAST vs ECHO
+155.6%
+393.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.9% | +3.1% | +1.3% |
| 7D | +4.3% | +3.6% | +0.7% | +3.9% |
| 30D | +8.3% | +7.5% | +0.8% | +7.5% |
| 3M | +6.5% | +16.2% | -9.7% | +4.9% |
| 6M | +29.5% | -20.9% | +50.4% | +31.3% |
| YTD | +41.3% | -6.0% | +47.2% | +40.4% |
| 1Y | +37.4% | +43.4% | -6.0% | +31.2% |
| 3Y | +98.5% | +924.0% | -825.5% | +32.2% |
| 5Y | +111.1% | +249.6% | -138.5% | +70.7% |
| 10Y | +548.6% | +151.3% | +397.3% | +456.5% |
| All | +548.6% | +155.6% | +393.0% | +456.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ECHO.
Daily Out/Under-Performance
Portfolio return minus ECHO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECHO 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 ECHO 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