+259.8%
ECHO vs VICR
+57.6%
+202.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +11.2% | -9.7% | -0.2% |
| 7D | +3.7% | +5.0% | -1.2% | +2.9% |
| 30D | +0.7% | -12.5% | +13.2% | +2.3% |
| 3M | -27.3% | -33.6% | +6.3% | -24.1% |
| 6M | -17.0% | +10.7% | -27.6% | -21.2% |
| YTD | -14.3% | +80.6% | -94.9% | -25.1% |
| 1Y | +20.9% | +288.4% | -267.5% | -7.5% |
| 3Y | +423.0% | +213.8% | +209.2% | +288.2% |
| All | +259.8% | +57.6% | +202.1% | +160.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling