+694.8%
FLEX vs ECHO
+233.6%
+461.2%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +5.2% | -0.7% | +2.9% |
| 7D | -19.3% | -2.4% | -16.9% | -18.4% |
| 30D | -41.5% | -3.1% | -38.4% | -40.5% |
| 3M | -43.1% | +8.7% | -51.8% | -44.2% |
| 6M | -48.2% | -24.8% | -23.5% | -43.5% |
| YTD | +15.5% | -13.0% | +28.4% | +19.6% |
| 1Y | +10.2% | +33.9% | -23.7% | +0.1% |
| 3Y | +256.8% | +791.8% | -535.0% | +13.0% |
| 5Y | +408.2% | +261.7% | +146.5% | +129.0% |
| 10Y | +580.8% | +157.3% | +423.5% | +252.2% |
| All | +694.8% | +233.6% | +461.2% | +123.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling