+159.0%
ECHO vs OVV
+48.9%
+110.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | 0.0% | +7.0% | +6.9% |
| 7D | +3.0% | -10.7% | +13.8% | +5.2% |
| 30D | +6.7% | -5.3% | +12.0% | +7.6% |
| 3M | +12.4% | +2.4% | +10.0% | +11.4% |
| 6M | -20.4% | +5.7% | -26.1% | -21.9% |
| YTD | -6.9% | +56.8% | -63.7% | -15.7% |
| 1Y | +37.7% | +59.3% | -21.6% | +24.2% |
| 3Y | +902.9% | +49.0% | +853.9% | +801.3% |
| 5Y | +275.3% | +88.1% | +187.2% | +212.2% |
| 10Y | +159.0% | +42.5% | +116.5% | +73.3% |
| All | +159.0% | +48.9% | +110.2% | +73.3% |
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