+28.4%
FLEX vs ECHO
+40.1%
-11.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.9% | +5.7% | +4.9% |
| 7D | +2.2% | +3.6% | -1.4% | +0.6% |
| 30D | -32.6% | +7.5% | -40.1% | -34.6% |
| 3M | -35.5% | +16.2% | -51.7% | -39.5% |
| 6M | -45.6% | -20.9% | -24.7% | -41.5% |
| YTD | +30.7% | -6.0% | +36.7% | +26.1% |
| 1Y | +28.4% | +43.4% | -15.0% | +2.3% |
| All | +28.4% | +40.1% | -11.7% | +2.3% |
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