+1,514.8%
FAST vs ECHO
+216.6%
+1,298.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.7% | +0.7% |
| 7D | -0.4% | +3.4% | -3.8% | -0.9% |
| 30D | -0.8% | +2.4% | -3.1% | -1.2% |
| 3M | +5.8% | -28.0% | +33.7% | +10.6% |
| 6M | +8.0% | -21.2% | +29.2% | +10.7% |
| YTD | +25.6% | -17.4% | +43.0% | +27.1% |
| 1Y | +0.8% | +33.6% | -32.8% | -6.6% |
| 3Y | +86.1% | +419.7% | -333.6% | +10.0% |
| 5Y | +100.2% | +241.7% | -141.5% | +29.0% |
| 10Y | +494.2% | +180.8% | +313.4% | +280.5% |
| All | +1,514.8% | +216.6% | +1,298.2% | +678.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling