+240.0%
ECHO vs OVV
-43.7%
+283.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.8% | +0.4% |
| 7D | +3.4% | +0.3% | +3.1% | +3.3% |
| 30D | +2.4% | +11.7% | -9.4% | -0.1% |
| 3M | -28.0% | +9.8% | -37.8% | -29.7% |
| 6M | -21.2% | +26.6% | -47.8% | -25.8% |
| YTD | -17.4% | +67.0% | -84.4% | -26.8% |
| 1Y | +33.6% | +55.9% | -22.3% | +19.7% |
| 3Y | +419.7% | +45.5% | +374.2% | +365.1% |
| 5Y | +241.7% | +157.3% | +84.4% | +158.8% |
| 10Y | +180.8% | +65.0% | +115.8% | +79.8% |
| All | +240.0% | -43.7% | +283.7% | +110.2% |
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 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