+240.0%
ECHO vs VSAT
+119.0%
+121.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.0% | -5.0% | -1.5% |
| 7D | +3.4% | +11.8% | -8.4% | -0.1% |
| 30D | +2.4% | -7.0% | +9.4% | +4.3% |
| 3M | -28.0% | +3.3% | -31.2% | -30.4% |
| 6M | -21.2% | +57.4% | -78.7% | -34.2% |
| YTD | -17.4% | +118.6% | -136.0% | -38.3% |
| 1Y | +33.6% | +150.2% | -116.6% | -6.4% |
| 3Y | +419.7% | +160.7% | +259.0% | +205.4% |
| 5Y | +241.7% | +51.2% | +190.5% | +115.0% |
| 10Y | +180.8% | -0.7% | +181.4% | +87.4% |
| All | +240.0% | +119.0% | +121.0% | +41.1% |
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