+561.7%
ECHO vs VLTO
+54.8%
+506.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.1% | -4.1% | -4.1% |
| 7D | -2.4% | +5.4% | -7.8% | -3.7% |
| 30D | -3.1% | +22.3% | -25.5% | -8.3% |
| 3M | +8.7% | +19.6% | -10.9% | +3.5% |
| 6M | -24.8% | +35.2% | -59.9% | -31.6% |
| YTD | -13.0% | +17.9% | -30.8% | -16.3% |
| 1Y | +33.9% | +19.5% | +14.4% | +27.3% |
| 3Y | +791.8% | +73.9% | +717.9% | +599.4% |
| All | +561.7% | +54.8% | +506.8% | +416.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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