+191.3%
ECHO vs FITB
+282.4%
-91.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.7% | -2.0% |
| 7D | +5.3% | -0.4% | +5.7% | +5.5% |
| 30D | +2.4% | -5.1% | +7.6% | +5.0% |
| 3M | -21.8% | +3.5% | -25.3% | -23.4% |
| 6M | -16.9% | +17.2% | -34.1% | -23.7% |
| YTD | -16.0% | +17.6% | -33.6% | -23.6% |
| 1Y | +9.3% | +23.4% | -14.1% | -3.0% |
| 3Y | +406.2% | +129.7% | +276.5% | +239.0% |
| 5Y | +251.0% | +68.4% | +182.5% | +160.7% |
| 10Y | +191.3% | +285.6% | -94.4% | +44.2% |
| All | +191.3% | +282.4% | -91.1% | +44.2% |
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