-26.0%
FSLR vs ECHO
+34.5%
-60.5%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -3.3% | +7.9% | +5.6% |
| 7D | +10.3% | +4.6% | +5.7% | +8.7% |
| 30D | +10.4% | +0.4% | +10.0% | +9.9% |
| 3M | -20.2% | +7.7% | -27.8% | -22.3% |
| 6M | -8.0% | -18.0% | +10.1% | -4.4% |
| YTD | -25.5% | -9.3% | -16.3% | -24.7% |
| 1Y | -26.0% | +34.2% | -60.2% | -28.6% |
| All | -26.0% | +34.5% | -60.5% | -28.6% |
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