-57.6%
FISV vs ECHO
+416.0%
-473.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.4% | +4.0% | +5.4% |
| 7D | -2.7% | +3.7% | -6.4% | -2.8% |
| 30D | 0.0% | +0.7% | -0.7% | 0.0% |
| 3M | -2.8% | -27.3% | +24.5% | -1.6% |
| 6M | -11.8% | -17.0% | +5.1% | -11.4% |
| YTD | -23.2% | -14.3% | -8.9% | -23.0% |
| 1Y | -62.0% | +20.9% | -82.9% | -62.4% |
| 3Y | -57.6% | +423.0% | -480.6% | -60.6% |
| All | -57.6% | +416.0% | -473.6% | -60.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling