+102.7%
FCX vs ECHO
+436.9%
-334.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +4.0% | +1.3% | +4.9% |
| 7D | +5.7% | +8.6% | -2.9% | +4.9% |
| 30D | +10.1% | +3.8% | +6.3% | +9.6% |
| 3M | +20.2% | -19.9% | +40.1% | +22.5% |
| 6M | +29.7% | -12.1% | +41.7% | +31.0% |
| YTD | +51.9% | -14.1% | +66.0% | +53.4% |
| 1Y | +66.0% | +15.9% | +50.1% | +63.1% |
| 3Y | +102.7% | +417.8% | -315.1% | +60.2% |
| All | +102.7% | +436.9% | -334.2% | +60.2% |
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