+33.6%
ECHO vs FITB
+23.7%
+9.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | +3.4% | +0.6% | +2.8% | +3.3% |
| 30D | +2.4% | -4.7% | +7.1% | +3.5% |
| 3M | -28.0% | +6.7% | -34.6% | -29.2% |
| 6M | -21.2% | +12.6% | -33.8% | -24.0% |
| YTD | -17.4% | +19.1% | -36.5% | -24.2% |
| 1Y | +33.6% | +22.6% | +11.0% | +17.7% |
| All | +33.6% | +23.7% | +9.9% | +17.7% |
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