+240.0%
ECHO vs VTR
+297.0%
-57.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | +0.6% |
| 7D | +3.4% | -1.7% | +5.1% | +3.9% |
| 30D | +2.4% | -2.4% | +4.8% | +3.0% |
| 3M | -28.0% | +14.8% | -42.7% | -31.1% |
| 6M | -21.2% | +5.3% | -26.6% | -22.9% |
| YTD | -17.4% | +18.1% | -35.5% | -21.8% |
| 1Y | +33.6% | +36.7% | -3.1% | +20.9% |
| 3Y | +419.7% | +130.1% | +289.6% | +304.1% |
| 5Y | +241.7% | +89.5% | +152.2% | +177.7% |
| 10Y | +180.8% | +87.4% | +93.4% | +108.1% |
| All | +240.0% | +297.0% | -57.0% | +105.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling