-29.7%
FSLR vs ECHO
+36.9%
-66.6%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +6.9% | -11.7% | -6.7% |
| 7D | +5.3% | +3.0% | +2.2% | +3.9% |
| 30D | +7.8% | +6.7% | +1.1% | +5.0% |
| 3M | -23.4% | +12.4% | -35.8% | -26.6% |
| 6M | -12.9% | -20.4% | +7.5% | -9.1% |
| YTD | -26.7% | -6.9% | -19.7% | -27.0% |
| All | -29.7% | +36.9% | -66.6% | -34.3% |
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