+144.9%
ECHO vs FIS
-53.2%
+198.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.2% | -2.3% | +0.6% |
| 7D | +5.7% | +2.8% | +2.9% | +4.6% |
| 30D | +13.8% | -16.7% | +30.5% | +18.4% |
| 3M | +9.1% | -32.3% | +41.4% | +21.0% |
| 6M | -24.9% | -29.1% | +4.1% | -18.8% |
| YTD | -8.0% | -54.1% | +46.1% | +15.6% |
| 1Y | +42.9% | -53.7% | +96.6% | +79.2% |
| 3Y | +926.7% | -38.8% | +965.5% | +1,029.8% |
| 5Y | +230.4% | -71.1% | +301.5% | +371.3% |
| All | +144.9% | -53.2% | +198.1% | +215.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 FIS 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