+423.0%
ECHO vs VTR
+132.9%
+290.1%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -29.9% |
| 6M | -17.0% | +6.2% | -23.1% | -19.5% |
| YTD | -14.3% | +17.7% | -32.0% | -20.6% |
| 1Y | +20.9% | +32.9% | -12.0% | +4.8% |
| 3Y | +423.0% | +129.7% | +293.3% | +174.2% |
| All | +423.0% | +132.9% | +290.1% | +174.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling