+104.7%
FLEX vs ECHO
+14.6%
+90.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +4.0% | +0.4% | +2.6% |
| 7D | +7.0% | +8.6% | -1.6% | +3.2% |
| 30D | -5.8% | +3.8% | -9.6% | -7.2% |
| 3M | -24.2% | -19.9% | -4.3% | -18.2% |
| 6M | +90.8% | -12.1% | +102.9% | +98.0% |
| YTD | +89.2% | -14.1% | +103.2% | +93.3% |
| 1Y | +104.7% | +15.9% | +88.8% | +87.3% |
| All | +104.7% | +14.6% | +90.1% | +87.3% |
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