+9,374.7%
FTNT vs ECHO
+468.7%
+8,906.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.0% | -3.3% | +0.1% |
| 7D | -2.7% | +8.6% | -11.3% | -4.0% |
| 30D | -1.4% | +3.8% | -5.1% | -2.0% |
| 3M | +10.1% | -19.9% | +30.0% | +13.6% |
| 6M | +88.2% | -12.1% | +100.3% | +89.3% |
| YTD | +98.3% | -14.1% | +112.4% | +99.0% |
| 1Y | +96.0% | +15.9% | +80.1% | +85.7% |
| 3Y | +145.8% | +417.8% | -272.1% | +42.5% |
| 5Y | +154.6% | +259.3% | -104.7% | +59.9% |
| 10Y | +2,063.6% | +192.7% | +1,870.9% | +1,219.1% |
| All | +9,374.7% | +468.7% | +8,906.0% | +3,948.1% |
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