+282.7%
FLEX vs ECHO
+900.0%
-617.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.9% | -5.9% | -4.3% |
| 7D | +7.5% | +5.7% | +1.8% | +6.6% |
| 30D | -25.3% | +13.8% | -39.1% | -26.3% |
| 3M | -39.7% | +9.1% | -48.8% | -40.1% |
| 6M | -47.9% | -24.9% | -22.9% | -46.4% |
| YTD | +24.1% | -8.0% | +32.1% | +25.2% |
| 1Y | +26.0% | +42.9% | -16.9% | +23.3% |
| 3Y | +282.7% | +926.7% | -644.0% | +211.9% |
| All | +282.7% | +900.0% | -617.3% | +211.9% |
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