+1.3%
FSLR vs ECHO
+40.1%
-38.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | 0.0% | +3.4% | -3.4% | -0.8% |
| 30D | -13.7% | +2.4% | -16.0% | -14.3% |
| 3M | -35.1% | -28.0% | -7.1% | -30.2% |
| 6M | +3.6% | -21.2% | +24.9% | +8.9% |
| YTD | -21.7% | -17.4% | -4.3% | -18.0% |
| 1Y | +1.3% | +33.6% | -32.3% | +3.2% |
| All | +1.3% | +40.1% | -38.9% | +3.2% |
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 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