+159.8%
ECHO vs FIS
-55.6%
+215.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.1% | +3.0% | +3.0% |
| 7D | +2.2% | -27.4% | +29.6% | +11.5% |
| 30D | +9.8% | -16.8% | +26.7% | +14.3% |
| 3M | +16.8% | -32.6% | +49.5% | +29.6% |
| 6M | -18.1% | -33.4% | +15.3% | -9.5% |
| YTD | -4.2% | -56.0% | +51.9% | +22.2% |
| 1Y | +41.2% | -55.1% | +96.3% | +78.7% |
| 3Y | +943.7% | -41.4% | +985.1% | +1,065.2% |
| 5Y | +277.5% | -72.7% | +350.2% | +449.2% |
| 10Y | +159.8% | -55.5% | +215.2% | +239.9% |
| All | +159.8% | -55.6% | +215.3% | +239.9% |
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