-62.0%
FISV vs ECHO
+17.8%
-79.8%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.4% | +4.0% | +5.3% |
| 7D | -2.7% | +3.7% | -6.4% | -3.0% |
| 30D | 0.0% | +0.7% | -0.7% | 0.0% |
| 3M | -2.8% | -27.3% | +24.5% | +0.9% |
| 6M | -11.8% | -17.0% | +5.1% | -11.4% |
| YTD | -23.2% | -14.3% | -8.9% | -24.5% |
| 1Y | -62.0% | +20.9% | -82.9% | -67.0% |
| All | -62.0% | +17.8% | -79.8% | -67.0% |
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