+321.3%
ECHO vs ROIV
+270.3%
+51.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +6.2% | -0.9% | +4.5% |
| 7D | -2.4% | +5.3% | -7.7% | -3.0% |
| 30D | -3.1% | +11.9% | -15.0% | -4.4% |
| 3M | +8.7% | +10.7% | -2.0% | +7.3% |
| 6M | -24.8% | +34.9% | -59.7% | -27.2% |
| YTD | -13.0% | +79.2% | -92.1% | -18.0% |
| 1Y | +33.9% | +89.0% | -55.1% | +25.5% |
| 3Y | +791.8% | +337.3% | +454.5% | +679.7% |
| 5Y | +261.7% | +402.3% | -140.6% | +201.8% |
| All | +321.3% | +270.3% | +51.0% | +229.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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