+192.5%
ECHO vs VTRS
-48.4%
+240.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.2% |
| 7D | +3.7% | -2.2% | +5.9% | +4.3% |
| 30D | +0.7% | +3.3% | -2.6% | -0.2% |
| 3M | -27.3% | +2.0% | -29.3% | -27.9% |
| 6M | -17.0% | +19.9% | -36.9% | -21.2% |
| YTD | -14.3% | +35.7% | -50.1% | -21.5% |
| 1Y | +20.9% | +68.1% | -47.2% | +4.7% |
| 3Y | +423.0% | +87.1% | +335.9% | +328.7% |
| 5Y | +265.7% | +47.6% | +218.0% | +209.1% |
| All | +192.5% | -48.4% | +240.8% | +174.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling