+1,910.4%
FTNT vs ECHO
+144.4%
+1,766.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.9% | -3.7% | -2.0% |
| 7D | +7.1% | +5.7% | +1.4% | +6.4% |
| 30D | -30.9% | +13.8% | -44.7% | -32.0% |
| 3M | -23.1% | +9.1% | -32.2% | -24.0% |
| 6M | +8.1% | -24.9% | +33.0% | +10.5% |
| YTD | +60.2% | -8.0% | +68.2% | +59.0% |
| 1Y | +57.0% | +42.9% | +14.1% | +48.0% |
| 3Y | +152.9% | +926.7% | -773.8% | +59.0% |
| 5Y | +85.9% | +230.4% | -144.5% | +44.9% |
| All | +1,910.4% | +144.4% | +1,766.1% | +1,576.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling