+259.3%
ECHO vs VO
+43.2%
+216.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.6% | +4.6% | +4.7% |
| 7D | +8.6% | +0.6% | +8.0% | +7.8% |
| 30D | +3.8% | -1.1% | +4.8% | +5.0% |
| 3M | -19.9% | +4.5% | -24.4% | -23.6% |
| 6M | -12.1% | +11.1% | -23.1% | -21.5% |
| YTD | -14.1% | +13.5% | -27.6% | -25.0% |
| 1Y | +15.9% | +14.5% | +1.4% | +0.2% |
| 3Y | +417.8% | +58.1% | +359.7% | +237.3% |
| 5Y | +259.3% | +43.3% | +216.0% | +151.7% |
| All | +259.3% | +43.2% | +216.1% | +151.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling