+283.6%
FISV vs ECHO
+216.6%
+67.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -0.3% | +3.4% | -3.7% | -0.9% |
| 30D | -2.1% | +2.4% | -4.4% | -2.5% |
| 3M | -5.7% | -28.0% | +22.2% | -1.3% |
| 6M | -15.3% | -21.2% | +5.9% | -13.2% |
| YTD | -21.1% | -17.4% | -3.7% | -20.1% |
| 1Y | -61.1% | +33.6% | -94.7% | -63.9% |
| 3Y | -56.8% | +419.7% | -476.5% | -74.6% |
| 5Y | -54.2% | +241.7% | -295.9% | -70.4% |
| 10Y | +1.6% | +180.8% | -179.2% | -33.8% |
| All | +283.6% | +216.6% | +67.0% | +100.7% |
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