+259.3%
ECHO vs FITB
+71.1%
+188.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-08 to 2026-09-08.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.7% | +4.7% | +4.4% |
| 7D | +8.6% | +2.8% | +5.7% | +7.0% |
| 30D | +3.8% | -4.5% | +8.3% | +6.3% |
| 3M | -19.9% | +5.7% | -25.5% | -22.6% |
| 6M | -12.1% | +17.1% | -29.2% | -20.2% |
| YTD | -14.1% | +18.3% | -32.4% | -23.2% |
| 1Y | +15.9% | +23.9% | -8.0% | +0.6% |
| 3Y | +417.8% | +131.1% | +286.8% | +230.2% |
| 5Y | +259.3% | +71.1% | +188.2% | +169.5% |
| All | +259.3% | +71.1% | +188.2% | +169.5% |
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 2021-09-08 to 2026-09-08: 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…
2021-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling