+294.4%
ECHO vs VSAT
+117.7%
+176.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.7% | +2.3% | +2.7% |
| 7D | +2.2% | -0.5% | +2.7% | +2.1% |
| 30D | +9.8% | +4.0% | +5.9% | +7.9% |
| 3M | +16.8% | -11.8% | +28.6% | +20.0% |
| 6M | -18.1% | +6.9% | -25.0% | -22.8% |
| YTD | -4.2% | +117.2% | -121.4% | -28.9% |
| 1Y | +41.2% | +102.4% | -61.2% | +6.2% |
| 3Y | +943.7% | +295.5% | +648.2% | +431.9% |
| 5Y | +277.5% | +37.0% | +240.5% | +147.1% |
| 10Y | +159.8% | -6.0% | +165.8% | +75.5% |
| All | +294.4% | +117.7% | +176.7% | +62.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling