+240.0%
ECHO vs VRSN
+830.7%
-590.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | +3.4% | +0.1% | +3.4% | +3.4% |
| 30D | +2.4% | -0.2% | +2.5% | +2.3% |
| 3M | -28.0% | -0.3% | -27.7% | -28.5% |
| 6M | -21.2% | +23.0% | -44.2% | -28.0% |
| YTD | -17.4% | +21.3% | -38.7% | -24.2% |
| 1Y | +33.6% | +6.7% | +26.9% | +28.2% |
| 3Y | +419.7% | +45.0% | +374.7% | +344.4% |
| 5Y | +241.7% | +35.0% | +206.7% | +193.9% |
| 10Y | +180.8% | +276.3% | -95.6% | +60.4% |
| All | +240.0% | +830.7% | -590.6% | +18.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling