+188.4%
ECHO vs VSAT
+3.1%
+185.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.5% | -1.9% | -0.1% |
| 7D | +2.3% | +3.4% | -1.1% | +1.2% |
| 30D | +4.4% | -12.2% | +16.6% | +8.1% |
| 3M | -20.3% | +20.6% | -40.9% | -26.2% |
| 6M | -15.3% | +60.2% | -75.5% | -28.9% |
| YTD | -15.5% | +115.3% | -130.8% | -35.6% |
| 1Y | +15.0% | +154.6% | -139.6% | -18.3% |
| 3Y | +409.1% | +211.2% | +198.0% | +196.6% |
| 5Y | +260.6% | +52.7% | +208.0% | +135.8% |
| All | +188.4% | +3.1% | +185.3% | +98.2% |
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