+192.5%
ECHO vs VICR
+1,679.8%
-1,487.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +11.2% | -9.7% | -0.4% |
| 7D | +3.7% | +5.0% | -1.2% | +2.8% |
| 30D | +0.7% | -12.5% | +13.2% | +2.4% |
| 3M | -27.3% | -33.6% | +6.3% | -23.7% |
| 6M | -17.0% | +10.7% | -27.6% | -21.7% |
| YTD | -14.3% | +80.6% | -94.9% | -26.3% |
| 1Y | +20.9% | +288.4% | -267.5% | -10.0% |
| 3Y | +423.0% | +213.8% | +209.2% | +282.3% |
| 5Y | +265.7% | +58.8% | +206.8% | +175.3% |
| All | +192.5% | +1,679.8% | -1,487.3% | +42.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling