+102.4%
FCX vs ECHO
+216.6%
-114.2%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -4.9% | +3.4% | -8.3% | -6.0% |
| 30D | +4.8% | +2.4% | +2.5% | +3.8% |
| 3M | +4.6% | -28.0% | +32.6% | +16.1% |
| 6M | +10.8% | -21.2% | +32.1% | +18.1% |
| YTD | +44.2% | -17.4% | +61.6% | +49.4% |
| 1Y | +59.6% | +33.6% | +26.0% | +37.5% |
| 3Y | +82.2% | +419.7% | -337.4% | -42.0% |
| 5Y | +115.6% | +241.7% | -126.1% | -18.6% |
| 10Y | +670.6% | +180.8% | +489.8% | +211.1% |
| All | +102.4% | +216.6% | -114.2% | -48.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling