+34.2%
ECHO vs VTRS
+90.6%
-56.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.6% | -4.8% | -3.5% |
| 7D | +4.6% | +2.4% | +2.2% | +4.2% |
| 30D | +0.4% | +9.1% | -8.7% | -1.2% |
| 3M | +7.7% | +9.4% | -1.7% | +5.8% |
| 6M | -18.0% | +28.3% | -46.4% | -22.4% |
| YTD | -9.3% | +58.0% | -67.3% | -18.6% |
| 1Y | +34.2% | +89.7% | -55.5% | +15.2% |
| All | +34.2% | +90.6% | -56.4% | +15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 1y: compounded portfolio wealth divided by compounded VTRS 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…
1y analysis · Full analysis span regression · 6 months rolling