+191.3%
ECHO vs VO
+193.0%
-1.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -1.4% |
| 7D | +5.3% | -0.6% | +5.9% | +6.0% |
| 30D | +2.4% | -1.9% | +4.4% | +4.4% |
| 3M | -21.8% | +3.3% | -25.1% | -24.1% |
| 6M | -16.9% | +9.7% | -26.6% | -23.9% |
| YTD | -16.0% | +12.6% | -28.6% | -24.9% |
| 1Y | +9.3% | +13.6% | -4.4% | -3.2% |
| 3Y | +406.2% | +56.8% | +349.4% | +243.6% |
| 5Y | +251.0% | +42.3% | +208.7% | +156.2% |
| 10Y | +191.3% | +199.2% | -7.9% | +11.9% |
| All | +191.3% | +193.0% | -1.7% | +11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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