+283.1%
ECHO vs FITB
+278.8%
+4.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +2.5% | +4.5% | +6.4% |
| 7D | +3.0% | -1.1% | +4.1% | +3.3% |
| 30D | +6.7% | +7.3% | -0.7% | +5.1% |
| 3M | +12.4% | -4.0% | +16.4% | +13.4% |
| 6M | -20.4% | +11.9% | -32.3% | -22.6% |
| YTD | -6.9% | +19.0% | -25.9% | -10.9% |
| 1Y | +37.7% | +31.0% | +6.7% | +29.0% |
| 3Y | +902.9% | +143.8% | +759.1% | +728.5% |
| 5Y | +275.3% | +48.9% | +226.5% | +239.6% |
| 10Y | +159.0% | +236.6% | -77.6% | +96.8% |
| All | +283.1% | +278.8% | +4.4% | +145.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling