+278.6%
ECHO vs VALE
-1.9%
+280.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.0% |
| 7D | +5.7% | -3.2% | +8.9% | +6.6% |
| 30D | +13.8% | -15.1% | +28.9% | +18.3% |
| 3M | +9.1% | -18.7% | +27.8% | +14.5% |
| 6M | -24.9% | -31.5% | +6.5% | -17.9% |
| YTD | -8.0% | -11.4% | +3.4% | -5.8% |
| 1Y | +42.9% | -1.9% | +44.7% | +42.4% |
| 3Y | +926.7% | +1.7% | +925.0% | +907.2% |
| 5Y | +230.4% | +35.4% | +194.9% | +193.8% |
| 10Y | +145.9% | +204.8% | -59.0% | +69.1% |
| All | +278.6% | -1.9% | +280.5% | +143.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling