+0.5%
FERG vs ECHO
+10.0%
-9.5%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | 0.0% |
| 6M | -2.3% | -15.3% | +13.0% | -1.7% |
| YTD | +0.8% | -15.5% | +16.3% | +1.0% |
| 1Y | +0.5% | +15.0% | -14.5% | -1.6% |
| All | +0.5% | +10.0% | -9.5% | -1.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling