+224.2%
ECHO vs ROIV
+413.4%
-189.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.4% | +0.5% | -3.4% |
| 7D | +9.1% | +9.2% | -0.1% | +8.0% |
| 30D | +7.2% | +19.9% | -12.7% | +4.8% |
| 3M | +6.1% | +10.6% | -4.5% | +4.5% |
| 6M | -24.2% | +36.1% | -60.2% | -27.0% |
| YTD | -9.7% | +84.3% | -94.0% | -15.9% |
| 1Y | +40.9% | +87.6% | -46.6% | +31.0% |
| 3Y | +883.3% | +353.9% | +529.4% | +740.3% |
| 5Y | +224.2% | +376.1% | -151.9% | +157.6% |
| All | +224.2% | +413.4% | -189.2% | +157.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling