-83.6%
FIG vs ECHO
+215.9%
-299.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.9% | +3.7% | +1.9% |
| 7D | -14.3% | +3.6% | -17.9% | -14.3% |
| 30D | -13.6% | +7.5% | -21.1% | -13.7% |
| 3M | -23.7% | +16.2% | -39.9% | -23.9% |
| 6M | -5.4% | -20.9% | +15.5% | -4.8% |
| YTD | -49.2% | -6.0% | -43.3% | -48.9% |
| 1Y | -57.4% | +43.4% | -100.7% | -56.9% |
| All | -83.6% | +215.9% | -299.5% | -83.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling