+754.3%
VLO vs ECHO
+155.6%
+598.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.9% | +5.6% | +4.0% |
| 7D | -0.4% | +3.6% | -4.1% | -1.1% |
| 30D | -16.6% | +7.5% | -24.0% | -17.7% |
| 3M | +12.3% | +16.2% | -3.9% | +9.2% |
| 6M | +47.8% | -20.9% | +68.7% | +51.5% |
| YTD | +126.7% | -6.0% | +132.7% | +122.6% |
| 1Y | +105.4% | +43.4% | +62.0% | +86.6% |
| 3Y | +222.0% | +924.0% | -702.1% | +39.7% |
| 5Y | +449.8% | +249.6% | +200.2% | +262.3% |
| 10Y | +754.3% | +151.3% | +603.0% | +513.9% |
| All | +754.3% | +155.6% | +598.7% | +513.9% |
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