+240.0%
ECHO vs VICR
+1,189.0%
-949.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.5% | -5.5% | -1.0% |
| 7D | +3.4% | +0.4% | +3.0% | +3.2% |
| 30D | +2.4% | -13.9% | +16.3% | +4.8% |
| 3M | -28.0% | -38.4% | +10.5% | -22.6% |
| 6M | -21.2% | -7.2% | -14.0% | -24.1% |
| YTD | -17.4% | +72.0% | -89.4% | -30.0% |
| 1Y | +33.6% | +263.3% | -229.7% | -4.0% |
| 3Y | +419.7% | +173.3% | +246.4% | +272.5% |
| 5Y | +241.7% | +47.3% | +194.4% | +149.3% |
| 10Y | +180.8% | +1,495.2% | -1,314.4% | +9.1% |
| All | +240.0% | +1,189.0% | -949.0% | +5.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling