-3.7%
FISV vs ECHO
+34.5%
-38.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -3.3% | +9.5% | +6.4% |
| 7D | +29.6% | +4.6% | +25.1% | +29.4% |
| 30D | +34.5% | +0.4% | +34.1% | +34.5% |
| 3M | +11.2% | +7.7% | +3.6% | +10.9% |
| 6M | -1.2% | -18.0% | +16.8% | +0.3% |
| YTD | -7.6% | -9.3% | +1.7% | -7.4% |
| 1Y | -3.7% | +34.2% | -37.9% | -8.1% |
| All | -3.7% | +34.5% | -38.2% | -8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ECHO.
Daily Out/Under-Performance
Portfolio return minus ECHO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECHO 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 ECHO 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