-23.6%
FSLR vs ECHO
+216.6%
-240.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | 0.0% | +3.4% | -3.4% | -0.9% |
| 30D | -13.7% | +2.4% | -16.0% | -14.3% |
| 3M | -35.1% | -28.0% | -7.1% | -29.6% |
| 6M | +3.6% | -21.2% | +24.9% | +9.1% |
| YTD | -21.7% | -17.4% | -4.3% | -19.2% |
| 1Y | +1.3% | +33.6% | -32.3% | -8.6% |
| 3Y | +9.7% | +419.7% | -410.0% | -53.6% |
| 5Y | +117.4% | +241.7% | -124.3% | +5.3% |
| 10Y | +435.5% | +180.8% | +254.7% | +161.1% |
| All | -23.6% | +216.6% | -240.2% | -74.1% |
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