-55.8%
FIG vs ECHO
+40.1%
-95.9%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | 0.0% | -4.4% | -4.4% |
| 7D | -16.3% | +3.4% | -19.7% | -16.5% |
| 30D | -14.3% | +2.4% | -16.7% | -14.6% |
| 3M | +7.2% | -28.0% | +35.1% | +10.9% |
| 6M | -18.6% | -21.2% | +2.6% | -17.1% |
| YTD | -35.5% | -17.4% | -18.1% | -33.5% |
| 1Y | -55.8% | +33.6% | -89.4% | -53.7% |
| All | -55.8% | +40.1% | -95.9% | -53.7% |
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