+907.5%
ECHO vs OVV
+57.6%
+849.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.2% | -6.2% | -4.4% |
| 7D | +9.1% | +6.5% | +2.6% | +7.8% |
| 30D | +7.2% | -2.7% | +9.8% | +7.5% |
| 3M | +6.1% | +3.1% | +2.9% | +5.0% |
| 6M | -24.2% | +12.8% | -37.0% | -26.8% |
| YTD | -9.7% | +68.1% | -77.9% | -22.9% |
| 1Y | +40.9% | +73.6% | -32.7% | +18.9% |
| All | +907.5% | +57.6% | +849.9% | +826.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling