+1,348.4%
FERG vs ECHO
+444.0%
+904.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | 0.0% | +2.3% | +2.3% |
| 7D | 0.0% | +3.4% | -3.4% | -0.2% |
| 30D | -10.2% | +2.4% | -12.5% | -10.3% |
| 3M | -0.6% | -28.0% | +27.4% | +1.1% |
| 6M | -6.5% | -21.2% | +14.7% | -5.6% |
| YTD | +4.2% | -17.4% | +21.6% | +4.8% |
| 1Y | -2.3% | +33.6% | -35.9% | -4.6% |
| 3Y | +48.5% | +419.7% | -371.2% | +26.3% |
| 5Y | +72.0% | +241.7% | -169.7% | +49.0% |
| 10Y | +369.9% | +180.8% | +189.1% | +305.5% |
| All | +1,348.4% | +444.0% | +904.4% | +1,148.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling