+299.8%
ECHO vs ROIV
+232.7%
+67.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.1% |
| 7D | +3.4% | +0.6% | +2.8% | +3.3% |
| 30D | +2.4% | +1.0% | +1.4% | +2.2% |
| 3M | -28.0% | +18.3% | -46.2% | -29.2% |
| 6M | -21.2% | +18.3% | -39.6% | -22.6% |
| YTD | -17.4% | +61.0% | -78.4% | -21.1% |
| 1Y | +33.6% | +177.9% | -144.3% | +21.5% |
| 3Y | +419.7% | +199.1% | +220.6% | +365.2% |
| 5Y | +241.7% | +250.7% | -9.0% | +177.8% |
| All | +299.8% | +232.7% | +67.2% | +216.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling