-52.0%
FIG vs ECHO
+45.5%
-97.6%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.9% | +0.9% | +2.6% |
| 7D | +3.4% | +5.7% | -2.3% | +2.6% |
| 30D | -9.5% | +13.8% | -23.3% | -10.6% |
| 3M | -26.2% | +9.1% | -35.3% | -27.0% |
| 6M | +2.7% | -24.9% | +27.6% | +7.6% |
| YTD | -48.0% | -8.0% | -39.9% | -47.1% |
| 1Y | -52.0% | +42.9% | -94.9% | -55.7% |
| All | -52.0% | +45.5% | -97.6% | -55.7% |
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