+19.2%
ECHO vs ITUB
+30.9%
-11.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.7% | -2.1% | +0.1% |
| 7D | +2.3% | +1.0% | +1.3% | +2.1% |
| 30D | +4.4% | +10.7% | -6.3% | +2.5% |
| 3M | -20.3% | +10.1% | -30.4% | -22.1% |
| 6M | -15.3% | -0.1% | -15.2% | -15.8% |
| YTD | -15.5% | +18.4% | -33.9% | -14.4% |
| All | +19.2% | +30.9% | -11.7% | +15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ITUB.
Daily Out/Under-Performance
Portfolio return minus ITUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITUB 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 1y: compounded portfolio wealth divided by compounded ITUB 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…
1y analysis · Full analysis span regression · 6 months rolling