+724.2%
FCX vs ECHO
+187.5%
+536.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | 0.0% |
| 7D | +3.1% | +5.3% | -2.2% | +1.9% |
| 30D | +8.1% | +2.4% | +5.7% | +7.5% |
| 3M | +18.9% | -21.8% | +40.7% | +25.1% |
| 6M | +26.6% | -16.9% | +43.5% | +30.7% |
| YTD | +51.2% | -16.0% | +67.1% | +54.6% |
| 1Y | +75.6% | +9.3% | +66.3% | +68.4% |
| 3Y | +101.7% | +406.2% | -304.5% | -1.2% |
| 5Y | +134.6% | +251.0% | -116.3% | +31.2% |
| 10Y | +724.2% | +191.3% | +532.9% | +367.6% |
| All | +724.2% | +187.5% | +536.6% | +367.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling