+251.0%
ECHO vs VALE
+43.3%
+207.7%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.5% | -2.0% |
| 7D | +5.3% | -1.8% | +7.2% | +5.9% |
| 30D | +2.4% | +6.7% | -4.2% | +0.2% |
| 3M | -21.8% | +4.9% | -26.7% | -23.1% |
| 6M | -16.9% | +3.6% | -20.5% | -18.0% |
| YTD | -16.0% | +21.9% | -37.9% | -21.5% |
| 1Y | +9.3% | +61.6% | -52.3% | -6.9% |
| 3Y | +406.2% | +52.1% | +354.1% | +331.5% |
| 5Y | +251.0% | +43.2% | +207.8% | +181.6% |
| All | +251.0% | +43.3% | +207.7% | +181.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VALE.
Daily Out/Under-Performance
Portfolio return minus VALE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VALE 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 VALE 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