+107.2%
FAST vs ECHO
+242.1%
-134.9%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.7% | +0.8% |
| 7D | -0.4% | +3.4% | -3.8% | -0.5% |
| 30D | -0.8% | +2.4% | -3.1% | -0.9% |
| 3M | +5.8% | -28.0% | +33.7% | +7.3% |
| 6M | +8.0% | -21.2% | +29.2% | +8.8% |
| YTD | +25.6% | -17.4% | +43.0% | +26.2% |
| 1Y | +0.8% | +33.6% | -32.8% | -1.3% |
| 3Y | +86.1% | +419.7% | -333.6% | +59.4% |
| All | +107.2% | +242.1% | -134.9% | +84.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling