+120.6%
VLO vs ECHO
+34.5%
+86.1%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -3.3% | -2.5% | -6.0% |
| 7D | -6.0% | +4.6% | -10.5% | -5.6% |
| 30D | -12.9% | +0.4% | -13.3% | -12.7% |
| 3M | +18.3% | +7.7% | +10.7% | +19.1% |
| 6M | +46.4% | -18.0% | +64.5% | +46.4% |
| YTD | +127.7% | -9.3% | +137.0% | +127.7% |
| 1Y | +120.6% | +34.2% | +86.4% | +116.2% |
| All | +120.6% | +34.5% | +86.1% | +116.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling