+231.9%
VLO vs ECHO
+900.0%
-668.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.9% | -0.6% | +1.3% |
| 7D | +9.6% | +5.7% | +3.9% | +9.5% |
| 30D | -17.4% | +13.8% | -31.2% | -17.5% |
| 3M | +10.8% | +9.1% | +1.7% | +10.6% |
| 6M | +56.9% | -24.9% | +81.9% | +57.6% |
| YTD | +136.8% | -8.0% | +144.8% | +136.3% |
| 1Y | +120.7% | +42.9% | +77.8% | +117.5% |
| 3Y | +231.9% | +926.7% | -694.8% | +205.3% |
| All | +231.9% | +900.0% | -668.1% | +205.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling