+240.0%
ECHO vs FIS
+145.5%
+94.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.3% |
| 7D | +3.4% | +1.1% | +2.3% | +3.0% |
| 30D | +2.4% | -2.2% | +4.6% | +2.9% |
| 3M | -28.0% | +2.1% | -30.1% | -29.2% |
| 6M | -21.2% | -14.7% | -6.6% | -18.3% |
| YTD | -17.4% | -35.7% | +18.3% | -5.1% |
| 1Y | +33.6% | -37.1% | +70.7% | +54.6% |
| 3Y | +419.7% | -20.0% | +439.7% | +439.9% |
| 5Y | +241.7% | -62.1% | +303.8% | +348.8% |
| 10Y | +180.8% | -37.4% | +218.1% | +198.8% |
| All | +240.0% | +145.5% | +94.6% | +109.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling