+144.9%
ECHO vs VSAT
-16.2%
+161.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.9% | +6.8% | +3.3% |
| 7D | +5.7% | +5.9% | -0.2% | +3.7% |
| 30D | +13.8% | +9.7% | +4.1% | +10.3% |
| 3M | +9.1% | -18.3% | +27.4% | +14.4% |
| 6M | -24.9% | -4.1% | -20.9% | -26.8% |
| YTD | -8.0% | +96.5% | -104.5% | -28.6% |
| 1Y | +42.9% | +89.3% | -46.4% | +11.4% |
| 3Y | +926.7% | +270.1% | +656.6% | +461.0% |
| 5Y | +230.4% | +26.4% | +204.0% | +132.5% |
| All | +144.9% | -16.2% | +161.1% | +68.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VSAT.
Daily Out/Under-Performance
Portfolio return minus VSAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSAT 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 VSAT 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