-55.8%
FISV vs ECHO
+253.4%
-309.2%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.5% |
| 7D | -7.2% | +2.3% | -9.5% | -7.4% |
| 30D | -7.2% | +4.4% | -11.6% | -7.5% |
| 3M | -8.2% | -20.3% | +12.1% | -7.0% |
| 6M | -17.7% | -15.3% | -2.3% | -17.2% |
| YTD | -27.2% | -15.5% | -11.7% | -26.8% |
| 1Y | -63.0% | +15.0% | -77.9% | -63.6% |
| 3Y | -59.8% | +409.1% | -468.9% | -66.3% |
| 5Y | -55.8% | +260.6% | -316.4% | -62.5% |
| All | -55.8% | +253.4% | -309.2% | -62.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling