+93.7%
FAST vs ECHO
+621.2%
-527.4%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.1% | +3.6% | -0.3% |
| 7D | +2.1% | -2.4% | +4.5% | +2.1% |
| 30D | +6.9% | -3.1% | +10.0% | +6.9% |
| 3M | +4.8% | +8.7% | -3.9% | +4.6% |
| 6M | +19.8% | -24.8% | +44.5% | +20.5% |
| YTD | +34.9% | -13.0% | +47.8% | +35.0% |
| 1Y | +32.8% | +33.9% | -1.1% | +31.4% |
| 3Y | +93.7% | +791.8% | -698.1% | +77.0% |
| All | +93.7% | +621.2% | -527.4% | +77.0% |
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