+1,060.6%
FLEX vs ECHO
+193.6%
+867.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +4.0% | +0.4% | +3.5% |
| 7D | +7.0% | +8.6% | -1.6% | +5.0% |
| 30D | -5.8% | +3.8% | -9.6% | -6.5% |
| 3M | -24.2% | -19.9% | -4.3% | -20.5% |
| 6M | +90.8% | -12.1% | +102.9% | +95.8% |
| YTD | +89.2% | -14.1% | +103.2% | +94.1% |
| 1Y | +104.7% | +15.9% | +88.8% | +96.9% |
| 3Y | +478.1% | +417.8% | +60.2% | +208.8% |
| 5Y | +726.2% | +259.3% | +466.9% | +400.8% |
| 10Y | +1,060.6% | +192.7% | +867.9% | +708.1% |
| All | +1,060.6% | +193.6% | +867.0% | +708.1% |
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