+447.0%
FSLR vs ECHO
+187.5%
+259.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.2% | -2.5% | -4.4% |
| 7D | +0.2% | +5.3% | -5.1% | -0.5% |
| 30D | -15.1% | +2.4% | -17.6% | -15.5% |
| 3M | -22.5% | -21.8% | -0.7% | -19.8% |
| 6M | +4.0% | -16.9% | +20.9% | +6.5% |
| YTD | -22.3% | -16.0% | -6.3% | -20.7% |
| 1Y | 0.0% | +9.3% | -9.3% | -2.0% |
| 3Y | +10.9% | +406.2% | -395.4% | -31.1% |
| 5Y | +105.4% | +251.0% | -145.6% | +40.5% |
| 10Y | +447.0% | +191.3% | +255.7% | +262.4% |
| All | +447.0% | +187.5% | +259.5% | +262.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling