-24.9%
FSLR vs ECHO
+233.6%
-258.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.2% | -2.5% | +1.4% |
| 7D | +15.3% | -2.4% | +17.7% | +15.8% |
| 30D | +11.7% | -3.1% | +14.8% | +12.1% |
| 3M | -17.6% | +8.7% | -26.3% | -19.8% |
| 6M | -7.7% | -24.8% | +17.0% | -1.7% |
| YTD | -23.0% | -13.0% | -10.0% | -21.8% |
| 1Y | -26.0% | +33.9% | -60.0% | -33.1% |
| 3Y | +36.9% | +791.8% | -754.9% | -52.7% |
| 5Y | +72.9% | +261.7% | -188.8% | -17.4% |
| 10Y | +519.3% | +157.3% | +362.0% | +222.4% |
| All | -24.9% | +233.6% | -258.5% | -75.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling