+92.8%
FCX vs ECHO
+922.0%
-829.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.9% | +4.9% | +3.2% |
| 7D | -0.8% | +3.6% | -4.4% | -1.2% |
| 30D | -15.1% | +7.5% | -22.5% | -15.8% |
| 3M | -9.6% | +16.2% | -25.8% | -11.1% |
| 6M | -3.1% | -20.9% | +17.8% | -1.3% |
| YTD | +23.4% | -6.0% | +29.4% | +23.3% |
| 1Y | +52.7% | +43.4% | +9.3% | +47.0% |
| All | +92.8% | +922.0% | -829.2% | +34.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling