+1,694.5%
FAST vs ECHO
+267.2%
+1,427.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.9% | -2.4% | 0.0% |
| 7D | +4.8% | +2.2% | +2.6% | +4.3% |
| 30D | +8.6% | +9.8% | -1.2% | +6.7% |
| 3M | +5.7% | +16.8% | -11.1% | +2.7% |
| 6M | +25.5% | -18.1% | +43.6% | +27.9% |
| YTD | +39.6% | -4.2% | +43.8% | +37.5% |
| 1Y | +35.5% | +41.2% | -5.7% | +24.8% |
| 3Y | +96.2% | +943.7% | -847.5% | -1.0% |
| 5Y | +110.2% | +277.5% | -167.3% | +34.4% |
| 10Y | +531.8% | +159.8% | +372.1% | +327.6% |
| All | +1,694.5% | +267.2% | +1,427.3% | +742.0% |
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 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