+260.6%
ECHO vs RVMD
+560.0%
-299.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +0.9% |
| 7D | +2.3% | -3.6% | +5.9% | +2.8% |
| 30D | +4.4% | -1.1% | +5.5% | +4.5% |
| 3M | -20.3% | +41.0% | -61.3% | -24.4% |
| 6M | -15.3% | +105.7% | -121.0% | -25.1% |
| YTD | -15.5% | +155.3% | -170.8% | -28.5% |
| 1Y | +15.0% | +402.7% | -387.7% | -14.3% |
| 3Y | +409.1% | +533.1% | -123.9% | +254.1% |
| 5Y | +260.6% | +583.5% | -322.9% | +143.1% |
| All | +260.6% | +560.0% | -299.4% | +143.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling