+395.9%
FCX vs ECHO
+155.6%
+240.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.9% | +4.9% | +3.4% |
| 7D | -0.8% | +3.6% | -4.4% | -1.6% |
| 30D | -15.1% | +7.5% | -22.5% | -16.6% |
| 3M | -9.6% | +16.2% | -25.8% | -12.8% |
| 6M | -3.1% | -20.9% | +17.8% | +1.1% |
| YTD | +23.4% | -6.0% | +29.4% | +22.8% |
| 1Y | +52.7% | +43.4% | +9.3% | +37.8% |
| 3Y | +91.4% | +924.0% | -832.7% | -27.1% |
| 5Y | +62.7% | +249.6% | -186.9% | -3.0% |
| 10Y | +395.9% | +151.3% | +244.6% | +235.5% |
| All | +395.9% | +155.6% | +240.3% | +235.5% |
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