+69.3%
FERG vs ECHO
+252.6%
-183.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.9% | -1.2% |
| 7D | +0.9% | +5.3% | -4.4% | +0.6% |
| 30D | -15.1% | +2.4% | -17.5% | -15.2% |
| 3M | -4.8% | -21.8% | +17.0% | -3.6% |
| 6M | -2.5% | -16.9% | +14.5% | -1.7% |
| YTD | +1.8% | -16.0% | +17.8% | +2.3% |
| 1Y | -0.3% | +9.3% | -9.6% | -1.6% |
| 3Y | +52.9% | +406.2% | -353.3% | +27.3% |
| 5Y | +69.3% | +251.0% | -181.7% | +44.8% |
| All | +69.3% | +252.6% | -183.3% | +44.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling