+99.9%
VLO vs ECHO
+40.9%
+59.0%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.9% | -4.6% | -1.6% |
| 7D | -9.5% | +2.2% | -11.7% | -9.5% |
| 30D | -19.1% | +9.8% | -29.0% | -18.7% |
| 3M | +11.4% | +16.8% | -5.5% | +12.5% |
| 6M | +46.7% | -18.1% | +64.8% | +46.3% |
| YTD | +118.6% | -4.2% | +122.8% | +118.1% |
| 1Y | +99.9% | +41.2% | +58.6% | +91.1% |
| All | +99.9% | +40.9% | +59.0% | +91.1% |
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