+363.8%
ECHO vs ROIV
+292.3%
+71.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.3% | +1.7% | +2.8% |
| 7D | +2.2% | +14.3% | -12.1% | +0.7% |
| 30D | +9.8% | +16.2% | -6.4% | +8.0% |
| 3M | +16.8% | +15.1% | +1.7% | +14.8% |
| 6M | -18.1% | +44.2% | -62.3% | -21.3% |
| YTD | -4.2% | +89.8% | -94.0% | -10.3% |
| 1Y | +41.2% | +94.6% | -53.3% | +31.8% |
| 3Y | +943.7% | +367.5% | +576.2% | +806.2% |
| 5Y | +277.5% | +421.4% | -143.9% | +213.2% |
| All | +363.8% | +292.3% | +71.5% | +259.9% |
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