+259.3%
ECHO vs FIS
-64.6%
+323.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -5.9% | +9.9% | +5.5% |
| 7D | +8.6% | -3.5% | +12.0% | +9.4% |
| 30D | +3.8% | -7.8% | +11.6% | +5.7% |
| 3M | -19.9% | +0.8% | -20.7% | -20.8% |
| 6M | -12.1% | -21.9% | +9.8% | -6.9% |
| YTD | -14.1% | -39.5% | +25.4% | -1.6% |
| 1Y | +15.9% | -41.0% | +56.8% | +33.6% |
| 3Y | +417.8% | -23.6% | +441.5% | +442.5% |
| 5Y | +259.3% | -65.6% | +324.9% | +354.6% |
| All | +259.3% | -64.6% | +323.9% | +354.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling