+34.2%
ECHO vs FITB
+36.9%
-2.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.5% | -4.7% | -3.5% |
| 7D | +4.6% | +2.3% | +2.2% | +4.0% |
| 30D | +0.4% | +7.7% | -7.3% | -1.2% |
| 3M | +7.7% | -4.5% | +12.2% | +8.4% |
| 6M | -18.0% | +12.5% | -30.5% | -20.3% |
| YTD | -9.3% | +19.8% | -29.1% | -18.1% |
| 1Y | +34.2% | +34.1% | +0.1% | +14.7% |
| All | +34.2% | +36.9% | -2.7% | +14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 1y: compounded portfolio wealth divided by compounded FITB 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…
1y analysis · Full analysis span regression · 6 months rolling