+420.9%
FSLR vs ECHO
+139.8%
+281.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.0% | +0.7% | -2.6% |
| 7D | -12.0% | +9.1% | -21.1% | -13.3% |
| 30D | -7.7% | +7.2% | -14.8% | -8.9% |
| 3M | -24.0% | +6.1% | -30.1% | -25.0% |
| 6M | -24.4% | -24.2% | -0.3% | -21.8% |
| YTD | -34.0% | -9.7% | -24.3% | -33.7% |
| 1Y | -35.6% | +40.9% | -76.5% | -39.3% |
| 3Y | +28.7% | +883.3% | -854.6% | -34.1% |
| 5Y | +55.3% | +224.2% | -168.8% | +12.7% |
| All | +420.9% | +139.8% | +281.1% | +295.6% |
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