+152.9%
FTNT vs ECHO
+900.0%
-747.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.9% | -3.7% | -1.9% |
| 7D | +7.1% | +5.7% | +1.4% | +6.7% |
| 30D | -30.9% | +13.8% | -44.7% | -31.4% |
| 3M | -23.1% | +9.1% | -32.2% | -23.5% |
| 6M | +8.1% | -24.9% | +33.0% | +9.2% |
| YTD | +60.2% | -8.0% | +68.2% | +59.5% |
| 1Y | +57.0% | +42.9% | +14.1% | +52.3% |
| 3Y | +152.9% | +926.7% | -773.8% | +108.9% |
| All | +152.9% | +900.0% | -747.1% | +108.9% |
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