+192.7%
ECHO vs OVV
+54.2%
+138.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.0% | +5.1% | +4.2% |
| 7D | +8.6% | -3.7% | +12.3% | +9.3% |
| 30D | +3.8% | +8.0% | -4.2% | +2.2% |
| 3M | -19.9% | +11.3% | -31.2% | -21.9% |
| 6M | -12.1% | +24.0% | -36.1% | -16.3% |
| YTD | -14.1% | +65.3% | -79.4% | -22.6% |
| 1Y | +15.9% | +60.2% | -44.3% | +4.6% |
| 3Y | +417.8% | +46.9% | +370.9% | +368.6% |
| 5Y | +259.3% | +158.7% | +100.6% | +183.3% |
| 10Y | +192.7% | +50.8% | +141.9% | +93.8% |
| All | +192.7% | +54.2% | +138.6% | +93.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OVV.
Daily Out/Under-Performance
Portfolio return minus OVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OVV 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 10y: compounded portfolio wealth divided by compounded OVV 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…
10y analysis · Full analysis span regression · 6 months rolling