+260.6%
ECHO vs ITUB
+185.6%
+75.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.7% | -2.1% | -0.2% |
| 7D | +2.3% | +1.0% | +1.3% | +2.0% |
| 30D | +4.4% | +10.7% | -6.3% | +1.5% |
| 3M | -20.3% | +10.1% | -30.4% | -22.6% |
| 6M | -15.3% | -0.1% | -15.2% | -15.7% |
| YTD | -15.5% | +18.4% | -33.9% | -19.9% |
| 1Y | +15.0% | +31.3% | -16.3% | +5.1% |
| 3Y | +409.1% | +124.6% | +284.5% | +307.2% |
| 5Y | +260.6% | +192.0% | +68.6% | +157.6% |
| All | +260.6% | +185.6% | +75.0% | +157.6% |
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