+361.7%
FISV vs ECHO
+252.6%
+109.1%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.9% | +1.8% | +3.4% |
| 7D | +1.4% | +5.7% | -4.3% | +0.5% |
| 30D | +38.4% | +13.8% | +24.6% | +35.1% |
| 3M | +14.9% | +9.1% | +5.8% | +12.7% |
| 6M | +21.8% | -24.9% | +46.7% | +26.0% |
| YTD | -5.0% | -8.0% | +3.0% | -6.0% |
| 1Y | -1.2% | +42.9% | -44.1% | -9.5% |
| 3Y | -47.5% | +926.7% | -974.2% | -73.7% |
| 5Y | -36.7% | +230.4% | -267.1% | -58.0% |
| 10Y | +26.9% | +145.9% | -119.0% | -12.7% |
| All | +361.7% | +252.6% | +109.1% | +136.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling