+5.0%
FSLR vs ECHO
+11.8%
-6.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +4.0% | +0.3% | +3.1% |
| 7D | +6.8% | +8.6% | -1.8% | +4.2% |
| 30D | -14.7% | +3.8% | -18.5% | -15.8% |
| 3M | -22.6% | -19.9% | -2.7% | -18.0% |
| 6M | +12.7% | -12.1% | +24.8% | +16.1% |
| YTD | -18.4% | -14.1% | -4.3% | -15.7% |
| All | +5.0% | +11.8% | -6.8% | +1.8% |
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