+258.3%
ECHO vs OVV
-47.2%
+305.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.6% | +5.9% | +5.4% |
| 7D | -2.4% | -16.7% | +14.3% | +1.3% |
| 30D | -3.1% | -1.5% | -1.6% | -3.0% |
| 3M | +8.7% | +1.6% | +7.2% | +7.8% |
| 6M | -24.8% | +2.0% | -26.8% | -25.8% |
| YTD | -13.0% | +56.8% | -69.8% | -22.1% |
| 1Y | +33.9% | +64.8% | -30.9% | +18.4% |
| 3Y | +791.8% | +38.3% | +753.5% | +702.9% |
| 5Y | +261.7% | +84.9% | +176.8% | +193.0% |
| 10Y | +157.3% | +54.5% | +102.8% | +67.4% |
| All | +258.3% | -47.2% | +305.4% | +123.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling