+53.0%
FERG vs ECHO
+417.6%
-364.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.0% | -5.0% | -1.1% |
| 7D | +3.4% | +8.6% | -5.2% | +3.0% |
| 30D | -11.5% | +3.8% | -15.3% | -11.7% |
| 3M | +1.3% | -19.9% | +21.2% | +2.0% |
| 6M | -1.0% | -12.1% | +11.1% | -0.7% |
| YTD | +3.2% | -14.1% | +17.3% | +3.5% |
| 1Y | -3.0% | +15.9% | -18.8% | -3.9% |
| All | +53.0% | +417.6% | -364.6% | +37.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling