+348.1%
FERG vs ECHO
+193.4%
+154.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.0% |
| 7D | -1.0% | +2.3% | -3.3% | -1.2% |
| 30D | -11.8% | +4.4% | -16.2% | -12.1% |
| 3M | -1.2% | -20.3% | +19.1% | -0.1% |
| 6M | -2.3% | -15.3% | +13.0% | -1.7% |
| YTD | +0.8% | -15.5% | +16.3% | +1.2% |
| 1Y | +0.5% | +15.0% | -14.5% | -1.0% |
| 3Y | +51.4% | +409.1% | -357.8% | +28.1% |
| 5Y | +67.5% | +260.6% | -193.1% | +43.6% |
| All | +348.1% | +193.4% | +154.7% | +257.3% |
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 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