+234.6%
ECHO vs ITUB
+181.1%
+53.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.2% | -0.3% | +1.3% |
| 7D | +5.7% | +1.9% | +3.8% | +5.2% |
| 30D | +13.8% | -22.2% | +36.0% | +20.7% |
| 3M | +9.1% | +2.7% | +6.4% | +6.7% |
| 6M | -24.9% | -3.0% | -22.0% | -25.7% |
| YTD | -8.0% | +7.5% | -15.5% | -11.9% |
| 1Y | +42.9% | +10.5% | +32.4% | +35.2% |
| 3Y | +926.7% | +81.0% | +845.7% | +746.5% |
| All | +234.6% | +181.1% | +53.4% | +137.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling