+412.7%
ECHO vs RVMD
+549.6%
-136.9%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.3% |
| 7D | +5.3% | -0.7% | +6.1% | +5.5% |
| 30D | +2.4% | +0.3% | +2.1% | +2.3% |
| 3M | -21.8% | +38.9% | -60.7% | -26.3% |
| 6M | -16.9% | +108.1% | -125.0% | -28.1% |
| YTD | -16.0% | +160.7% | -176.7% | -31.6% |
| 1Y | +9.3% | +407.3% | -398.0% | -25.9% |
| All | +412.7% | +549.6% | -136.9% | +273.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 3y: compounded portfolio wealth divided by compounded RVMD 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…
3y analysis · Full analysis span regression · 6 months rolling