+938.9%
VLO vs ECHO
+187.5%
+751.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.2% | +3.8% | +1.9% |
| 7D | +6.2% | +5.3% | +0.9% | +5.4% |
| 30D | +23.5% | +2.4% | +21.1% | +23.0% |
| 3M | +53.9% | -21.8% | +75.6% | +58.8% |
| 6M | +81.7% | -16.9% | +98.6% | +83.9% |
| YTD | +142.5% | -16.0% | +158.5% | +143.3% |
| 1Y | +145.4% | +9.3% | +136.2% | +133.9% |
| 3Y | +197.3% | +406.2% | -208.9% | +63.8% |
| 5Y | +614.6% | +251.0% | +363.6% | +341.8% |
| 10Y | +938.9% | +191.3% | +747.6% | +582.4% |
| All | +938.9% | +187.5% | +751.3% | +582.4% |
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