+96.2%
FAST vs ECHO
+923.2%
-827.0%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.9% | -2.4% | +0.4% |
| 7D | +4.8% | +2.2% | +2.6% | +4.7% |
| 30D | +8.6% | +9.8% | -1.2% | +8.3% |
| 3M | +5.7% | +16.8% | -11.1% | +5.2% |
| 6M | +25.5% | -18.1% | +43.6% | +25.9% |
| YTD | +39.6% | -4.2% | +43.8% | +39.3% |
| 1Y | +35.5% | +41.2% | -5.7% | +33.9% |
| 3Y | +96.2% | +943.7% | -847.5% | +78.6% |
| All | +96.2% | +923.2% | -827.0% | +78.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling