+240.0%
ECHO vs FITB
+279.2%
-39.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | +3.4% | +0.6% | +2.8% | +3.3% |
| 30D | +2.4% | -4.7% | +7.1% | +3.5% |
| 3M | -28.0% | +6.7% | -34.6% | -29.1% |
| 6M | -21.2% | +12.6% | -33.8% | -23.5% |
| YTD | -17.4% | +19.1% | -36.5% | -21.0% |
| 1Y | +33.6% | +22.6% | +11.0% | +26.9% |
| 3Y | +419.7% | +127.1% | +292.6% | +336.3% |
| 5Y | +241.7% | +71.8% | +169.9% | +200.6% |
| 10Y | +180.8% | +287.2% | -106.4% | +108.9% |
| All | +240.0% | +279.2% | -39.1% | +117.8% |
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