+191.3%
ECHO vs FIS
-41.9%
+233.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.4% | +1.2% | -1.1% |
| 7D | +5.3% | -9.1% | +14.4% | +8.6% |
| 30D | +2.4% | -10.4% | +12.9% | +5.8% |
| 3M | -21.8% | -3.7% | -18.1% | -21.7% |
| 6M | -16.9% | -24.8% | +7.8% | -10.0% |
| YTD | -16.0% | -41.6% | +25.6% | -0.3% |
| 1Y | +9.3% | -42.7% | +52.0% | +30.6% |
| 3Y | +406.2% | -26.2% | +432.4% | +438.0% |
| 5Y | +251.0% | -66.1% | +317.1% | +389.5% |
| 10Y | +191.3% | -40.9% | +232.1% | +251.2% |
| All | +191.3% | -41.9% | +233.2% | +251.2% |
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