+34.2%
ECHO vs VRSK
-8.8%
+43.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.4% | -3.7% | -3.1% |
| 7D | +4.6% | +4.2% | +0.3% | +5.7% |
| 30D | +0.4% | +21.2% | -20.8% | +5.0% |
| 3M | +7.7% | +2.9% | +4.8% | +9.5% |
| 6M | -18.0% | +11.3% | -29.4% | -15.4% |
| YTD | -9.3% | -10.8% | +1.6% | +1.0% |
| 1Y | +34.2% | -9.2% | +43.4% | +49.9% |
| All | +34.2% | -8.8% | +43.0% | +49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 1y: compounded portfolio wealth divided by compounded VRSK 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…
1y analysis · Full analysis span regression · 6 months rolling