-32.4%
FSLR vs ECHO
+267.2%
-299.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +2.9% | -8.5% | -6.3% |
| 7D | -2.6% | +2.2% | -4.8% | -3.6% |
| 30D | +1.8% | +9.8% | -8.1% | -1.3% |
| 3M | -24.4% | +16.8% | -41.2% | -27.9% |
| 6M | -17.7% | -18.1% | +0.4% | -14.4% |
| YTD | -30.7% | -4.2% | -26.5% | -31.5% |
| 1Y | -33.6% | +41.2% | -74.9% | -40.8% |
| 3Y | +35.1% | +943.7% | -908.5% | -55.8% |
| 5Y | +63.1% | +277.5% | -214.5% | -22.0% |
| 10Y | +466.4% | +159.8% | +306.7% | +202.3% |
| All | -32.4% | +267.2% | -299.6% | -78.1% |
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