+151.3%
ECHO vs FIS
-52.2%
+203.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +6.7% | -8.6% | -3.9% |
| 7D | +3.6% | +1.5% | +2.1% | +3.0% |
| 30D | +7.5% | -11.8% | +19.3% | +9.7% |
| 3M | +16.2% | -28.5% | +44.7% | +26.5% |
| 6M | -20.9% | -27.0% | +6.2% | -15.2% |
| YTD | -6.0% | -53.1% | +47.1% | +17.4% |
| 1Y | +43.4% | -52.8% | +96.1% | +78.7% |
| 3Y | +924.0% | -37.5% | +961.5% | +1,019.5% |
| 5Y | +249.6% | -71.1% | +320.7% | +400.1% |
| 10Y | +151.3% | -52.0% | +203.3% | +220.9% |
| All | +151.3% | -52.2% | +203.5% | +220.9% |
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