-3.1%
FCX vs ECHO
-20.1%
+17.0%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.9% | +4.9% | +3.7% |
| 7D | -0.8% | +3.6% | -4.4% | -2.2% |
| 30D | -15.1% | +7.5% | -22.5% | -17.4% |
| 3M | -9.6% | +16.2% | -25.8% | -14.6% |
| 6M | -3.1% | -20.9% | +17.8% | -2.2% |
| All | -3.1% | -20.1% | +17.0% | -2.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling