+159.8%
ECHO vs FITB
+231.2%
-71.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.3% | +3.2% | +3.1% |
| 7D | +2.2% | +0.5% | +1.7% | +2.0% |
| 30D | +9.8% | +7.0% | +2.8% | +6.4% |
| 3M | +16.8% | -4.4% | +21.2% | +19.2% |
| 6M | -18.1% | +11.6% | -29.6% | -22.9% |
| YTD | -4.2% | +18.6% | -22.8% | -13.2% |
| 1Y | +41.2% | +29.8% | +11.4% | +22.4% |
| 3Y | +943.7% | +140.7% | +803.0% | +582.0% |
| 5Y | +277.5% | +48.6% | +228.9% | +196.7% |
| 10Y | +159.8% | +224.4% | -64.6% | +32.5% |
| All | +159.8% | +231.2% | -71.5% | +32.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling