+245.8%
ECHO vs VTRS
+47.4%
+198.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.6% | -2.1% |
| 7D | +5.3% | -3.5% | +8.8% | +6.3% |
| 30D | +2.4% | +2.1% | +0.3% | +1.7% |
| 3M | -21.8% | +2.6% | -24.4% | -22.6% |
| 6M | -16.9% | +17.8% | -34.7% | -21.2% |
| YTD | -16.0% | +35.7% | -51.6% | -23.8% |
| 1Y | +9.3% | +63.5% | -54.2% | -6.0% |
| 3Y | +406.2% | +85.1% | +321.1% | +309.0% |
| 5Y | +251.0% | +42.5% | +208.5% | +196.8% |
| 10Y | +191.3% | -48.2% | +239.5% | +197.3% |
| All | +245.8% | +47.4% | +198.4% | +85.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling