-80.3%
FIG vs ECHO
+188.8%
-269.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +4.0% | -9.7% | -5.7% |
| 7D | -16.4% | +8.6% | -24.9% | -16.4% |
| 30D | -2.3% | +3.8% | -6.1% | -2.4% |
| 3M | +7.8% | -19.9% | +27.7% | +8.4% |
| 6M | -21.8% | -12.1% | -9.8% | -21.6% |
| YTD | -39.1% | -14.1% | -25.1% | -38.6% |
| 1Y | -56.6% | +15.9% | -72.5% | -56.2% |
| All | -80.3% | +188.8% | -269.1% | -80.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling