+902.9%
ECHO vs FIS
-41.8%
+944.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -1.4% | +8.3% | +7.1% |
| 7D | +3.0% | -29.4% | +32.4% | +7.3% |
| 30D | +6.7% | -16.7% | +23.4% | +8.5% |
| 3M | +12.4% | -33.0% | +45.4% | +18.1% |
| 6M | -20.4% | -33.3% | +12.9% | -16.5% |
| YTD | -6.9% | -56.0% | +49.1% | +10.1% |
| 1Y | +37.7% | -54.6% | +92.3% | +61.5% |
| 3Y | +902.9% | -40.6% | +943.5% | +864.8% |
| All | +902.9% | -41.8% | +944.7% | +864.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling