-80.9%
FIG vs ECHO
+182.3%
-263.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.2% | -1.0% | -3.2% |
| 7D | -14.5% | +5.3% | -19.8% | -14.5% |
| 30D | -13.3% | +2.4% | -15.7% | -13.3% |
| 3M | +7.4% | -21.8% | +29.2% | +8.0% |
| 6M | -27.8% | -16.9% | -10.9% | -27.5% |
| YTD | -41.1% | -16.0% | -25.1% | -40.6% |
| 1Y | -58.7% | +9.3% | -68.0% | -58.3% |
| All | -80.9% | +182.3% | -263.2% | -81.1% |
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