+449.4%
FLEX vs ECHO
+388.0%
+61.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | -0.9% | +3.4% | -4.3% | -1.3% |
| 30D | -10.1% | +2.4% | -12.5% | -10.4% |
| 3M | -31.3% | -28.0% | -3.4% | -29.1% |
| 6M | +71.3% | -21.2% | +92.5% | +75.4% |
| YTD | +81.2% | -17.4% | +98.6% | +84.7% |
| 1Y | +98.5% | +33.6% | +64.9% | +95.3% |
| All | +449.4% | +388.0% | +61.4% | +384.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling