+240.0%
ECHO vs ITUB
+166.8%
+73.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.2% |
| 7D | +3.4% | +8.7% | -5.3% | +1.2% |
| 30D | +2.4% | -0.7% | +3.1% | +2.4% |
| 3M | -28.0% | +7.8% | -35.7% | -29.6% |
| 6M | -21.2% | -3.4% | -17.8% | -20.9% |
| YTD | -17.4% | +16.3% | -33.7% | -21.1% |
| 1Y | +33.6% | +29.8% | +3.8% | +23.3% |
| 3Y | +419.7% | +111.1% | +308.6% | +320.9% |
| 5Y | +241.7% | +173.6% | +68.2% | +151.0% |
| 10Y | +180.8% | +193.2% | -12.5% | +87.4% |
| All | +240.0% | +166.8% | +73.3% | +77.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling