+791.8%
ECHO vs OVV
+34.1%
+757.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.5% | -0.6% | -3.4% |
| 7D | -2.4% | -16.7% | +14.3% | +0.9% |
| 30D | -3.1% | -1.5% | -1.6% | -3.1% |
| 3M | +8.7% | +1.6% | +7.2% | +7.7% |
| 6M | -24.8% | +2.0% | -26.8% | -25.8% |
| YTD | -13.0% | +56.8% | -69.8% | -24.7% |
| 1Y | +33.9% | +64.8% | -30.9% | +13.8% |
| 3Y | +791.8% | +38.3% | +753.5% | +749.2% |
| All | +791.8% | +34.1% | +757.7% | +749.2% |
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