+7.1%
FERG vs ECHO
+45.5%
-38.4%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | +0.4% |
| 7D | +9.7% | +5.7% | +4.1% | +9.2% |
| 30D | +15.0% | +13.8% | +1.2% | +13.9% |
| 3M | +3.8% | +9.1% | -5.3% | +3.0% |
| 6M | +10.6% | -24.9% | +35.6% | +12.4% |
| YTD | +17.0% | -8.0% | +25.0% | +16.1% |
| 1Y | +7.1% | +42.9% | -35.8% | +7.1% |
| All | +7.1% | +45.5% | -38.4% | +7.1% |
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