+412.3%
ECHO vs FITB
+132.2%
+280.1%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | +3.4% | +0.6% | +2.8% | +3.0% |
| 30D | +2.4% | -4.7% | +7.1% | +5.6% |
| 3M | -28.0% | +6.7% | -34.6% | -31.5% |
| 6M | -21.2% | +12.6% | -33.8% | -28.3% |
| YTD | -17.4% | +19.1% | -36.5% | -29.2% |
| 1Y | +33.6% | +22.6% | +11.0% | +11.5% |
| All | +412.3% | +132.2% | +280.1% | +147.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling