+481.5%
ECHO vs VRSK
+593.4%
-111.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.4% | -3.7% | -2.7% |
| 7D | +5.3% | -5.4% | +10.7% | +7.1% |
| 30D | +2.4% | -1.8% | +4.2% | +2.6% |
| 3M | -21.8% | -2.2% | -19.6% | -22.3% |
| 6M | -16.9% | -14.9% | -2.0% | -14.1% |
| YTD | -16.0% | -20.0% | +4.0% | -11.4% |
| 1Y | +9.3% | -33.1% | +42.4% | +22.9% |
| 3Y | +406.2% | -25.6% | +431.8% | +438.4% |
| 5Y | +251.0% | -10.1% | +261.1% | +239.4% |
| 10Y | +191.3% | +128.4% | +62.8% | +86.9% |
| All | +481.5% | +593.4% | -111.9% | +142.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling