+60.3%
FCX vs ECHO
+34.5%
+25.8%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.3% | +4.6% | +2.2% |
| 7D | -6.0% | +4.6% | -10.6% | -7.2% |
| 30D | -13.6% | +0.4% | -14.0% | -13.9% |
| 3M | -6.8% | +7.7% | -14.4% | -9.0% |
| 6M | +13.2% | -18.0% | +31.2% | +16.0% |
| YTD | +24.4% | -9.3% | +33.7% | +23.7% |
| 1Y | +60.3% | +34.2% | +26.1% | +45.7% |
| All | +60.3% | +34.5% | +25.8% | +45.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling