+98.5%
FLEX vs ECHO
+40.1%
+58.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | -0.9% | +3.4% | -4.3% | -2.2% |
| 30D | -10.1% | +2.4% | -12.5% | -10.9% |
| 3M | -31.3% | -28.0% | -3.4% | -24.0% |
| 6M | +71.3% | -21.2% | +92.5% | +83.1% |
| YTD | +81.2% | -17.4% | +98.6% | +89.6% |
| 1Y | +98.5% | +33.6% | +64.9% | +94.7% |
| All | +98.5% | +40.1% | +58.4% | +94.7% |
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