+454.5%
V vs ECHO
+163.9%
+290.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.9% | -2.7% | -0.1% |
| 7D | +0.6% | +2.2% | -1.6% | +0.3% |
| 30D | +9.7% | +9.8% | -0.1% | +8.5% |
| 3M | +17.3% | +16.8% | +0.5% | +15.1% |
| 6M | +33.2% | -18.1% | +51.3% | +34.9% |
| YTD | +21.3% | -4.2% | +25.5% | +19.9% |
| 1Y | +27.3% | +41.2% | -13.9% | +20.2% |
| 3Y | +76.1% | +943.7% | -867.6% | +9.0% |
| 5Y | +103.5% | +277.5% | -174.1% | +55.9% |
| 10Y | +454.5% | +159.8% | +294.7% | +368.6% |
| All | +454.5% | +163.9% | +290.6% | +368.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ECHO.
Daily Out/Under-Performance
Portfolio return minus ECHO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECHO 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 ECHO 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