+105.3%
FAST vs ECHO
+227.9%
-122.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.6% | -0.7% |
| 7D | +4.2% | +5.7% | -1.5% | +3.9% |
| 30D | +6.7% | +13.8% | -7.1% | +5.9% |
| 3M | +8.0% | +9.1% | -1.0% | +7.5% |
| 6M | +27.4% | -24.9% | +52.4% | +28.8% |
| YTD | +40.5% | -8.0% | +48.5% | +40.2% |
| 1Y | +38.4% | +42.9% | -4.5% | +35.0% |
| 3Y | +98.7% | +926.7% | -828.0% | +57.1% |
| All | +105.3% | +227.9% | -122.5% | +84.1% |
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