+253.7%
ECHO vs VICR
+1,221.6%
-967.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.5% | +1.5% | +3.6% |
| 7D | +8.6% | +9.8% | -1.3% | +6.7% |
| 30D | +3.8% | -12.6% | +16.4% | +6.0% |
| 3M | -19.9% | -29.7% | +9.8% | -16.0% |
| 6M | -12.1% | +18.8% | -30.9% | -19.0% |
| YTD | -14.1% | +76.4% | -90.4% | -27.5% |
| 1Y | +15.9% | +282.4% | -266.5% | -17.5% |
| 3Y | +417.8% | +206.2% | +211.7% | +263.6% |
| 5Y | +259.3% | +53.9% | +205.4% | +159.9% |
| 10Y | +192.7% | +1,572.3% | -1,379.6% | +12.7% |
| All | +253.7% | +1,221.6% | -967.9% | +9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded VICR 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling