+188.4%
ECHO vs VRSN
+293.8%
-105.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.4% |
| 7D | +2.3% | -1.5% | +3.8% | +2.7% |
| 30D | +4.4% | +0.7% | +3.7% | +3.9% |
| 3M | -20.3% | +0.6% | -20.9% | -21.1% |
| 6M | -15.3% | +21.7% | -37.1% | -22.4% |
| YTD | -15.5% | +20.0% | -35.5% | -22.3% |
| 1Y | +15.0% | +3.2% | +11.8% | +11.6% |
| 3Y | +409.1% | +42.4% | +366.8% | +336.5% |
| 5Y | +260.6% | +33.0% | +227.6% | +209.3% |
| All | +188.4% | +293.8% | -105.4% | +84.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSN.
Daily Out/Under-Performance
Portfolio return minus VRSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSN 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 VRSN 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