+192.5%
ECHO vs VTR
+99.2%
+93.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.6% |
| 7D | +3.7% | -0.3% | +4.0% | +3.8% |
| 30D | +0.7% | +1.1% | -0.4% | +0.3% |
| 3M | -27.3% | +7.9% | -35.2% | -29.5% |
| 6M | -17.0% | +6.2% | -23.1% | -19.2% |
| YTD | -14.3% | +17.7% | -32.0% | -19.6% |
| 1Y | +20.9% | +32.9% | -12.0% | +8.4% |
| 3Y | +423.0% | +129.7% | +293.3% | +286.4% |
| 5Y | +265.7% | +89.3% | +176.4% | +184.1% |
| All | +192.5% | +99.2% | +93.3% | +90.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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