+496.9%
FSLR vs ECHO
+168.8%
+328.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +6.9% | -11.7% | -5.8% |
| 7D | +5.3% | +3.0% | +2.2% | +4.6% |
| 30D | +7.8% | +6.7% | +1.1% | +6.3% |
| 3M | -23.4% | +12.4% | -35.8% | -25.0% |
| 6M | -12.9% | -20.4% | +7.5% | -10.4% |
| YTD | -26.7% | -6.9% | -19.7% | -26.6% |
| 1Y | -28.4% | +37.7% | -66.1% | -32.3% |
| 3Y | +44.6% | +902.9% | -858.3% | -26.0% |
| 5Y | +67.9% | +275.3% | -207.4% | +15.2% |
| 10Y | +496.9% | +159.0% | +337.9% | +335.6% |
| All | +496.9% | +168.8% | +328.2% | +335.6% |
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 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