+74.9%
FSLR vs ECHO
+260.3%
-185.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.2% | -2.5% | +2.3% |
| 7D | +15.3% | -2.4% | +17.7% | +15.5% |
| 30D | +11.7% | -3.1% | +14.8% | +11.8% |
| 3M | -17.6% | +8.7% | -26.3% | -18.4% |
| 6M | -7.7% | -24.8% | +17.0% | -5.8% |
| YTD | -23.0% | -13.0% | -10.0% | -22.3% |
| 1Y | -26.0% | +33.9% | -60.0% | -27.5% |
| 3Y | +36.9% | +791.8% | -754.9% | -2.8% |
| All | +74.9% | +260.3% | -185.5% | +48.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling