+195.5%
VLO vs ECHO
+388.0%
-192.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +5.2% | +3.4% | +1.8% | +5.1% |
| 30D | +22.6% | +2.4% | +20.2% | +22.5% |
| 3M | +43.8% | -28.0% | +71.7% | +44.7% |
| 6M | +65.7% | -21.2% | +87.0% | +66.2% |
| YTD | +131.1% | -17.4% | +148.5% | +131.1% |
| 1Y | +143.6% | +33.6% | +110.0% | +139.8% |
| All | +195.5% | +388.0% | -192.6% | +187.3% |
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