+142.0%
FTNT vs ECHO
+417.6%
-275.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.0% | -3.3% | +0.6% |
| 7D | -2.7% | +8.6% | -11.3% | -3.1% |
| 30D | -1.4% | +3.8% | -5.1% | -1.5% |
| 3M | +10.1% | -19.9% | +30.0% | +11.1% |
| 6M | +88.2% | -12.1% | +100.3% | +88.4% |
| YTD | +98.3% | -14.1% | +112.4% | +98.4% |
| 1Y | +96.0% | +15.9% | +80.1% | +92.6% |
| All | +142.0% | +417.6% | -275.6% | +107.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling