+153.0%
FTNT vs ECHO
+252.6%
-99.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.1% | 0.0% |
| 7D | +1.7% | +5.3% | -3.6% | +1.4% |
| 30D | -4.3% | +2.4% | -6.7% | -4.4% |
| 3M | +13.6% | -21.8% | +35.4% | +15.3% |
| 6M | +87.6% | -16.9% | +104.5% | +88.8% |
| YTD | +98.0% | -16.0% | +114.0% | +98.5% |
| 1Y | +96.9% | +9.3% | +87.6% | +93.2% |
| 3Y | +145.4% | +406.2% | -260.8% | +98.4% |
| 5Y | +153.0% | +251.0% | -98.0% | +113.7% |
| All | +153.0% | +252.6% | -99.6% | +113.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling