+355.0%
ECHO vs ROIV
+298.6%
+56.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.6% | -3.5% | -2.1% |
| 7D | +3.6% | +9.5% | -5.8% | +2.6% |
| 30D | +7.5% | +21.0% | -13.5% | +5.2% |
| 3M | +16.2% | +18.7% | -2.6% | +13.7% |
| 6M | -20.9% | +44.5% | -65.4% | -24.0% |
| YTD | -6.0% | +92.9% | -98.8% | -12.2% |
| 1Y | +43.4% | +100.2% | -56.9% | +33.4% |
| 3Y | +924.0% | +375.0% | +549.0% | +787.5% |
| 5Y | +249.6% | +435.2% | -185.5% | +189.6% |
| All | +355.0% | +298.6% | +56.5% | +252.5% |
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