+528.0%
ECHO vs VLTO
+27.2%
+500.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.5% |
| 7D | +3.4% | -2.3% | +5.7% | +4.1% |
| 30D | +2.4% | -0.9% | +3.2% | +2.5% |
| 3M | -28.0% | +13.8% | -41.8% | -31.5% |
| 6M | -21.2% | +2.0% | -23.3% | -21.8% |
| YTD | -17.4% | -3.2% | -14.2% | -16.2% |
| 1Y | +33.6% | -9.2% | +42.8% | +39.4% |
| All | +528.0% | +27.2% | +500.8% | +417.4% |
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