+601.6%
VLO vs ECHO
+255.2%
+346.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +4.0% | -0.8% | +3.1% |
| 7D | +5.8% | +8.6% | -2.8% | +5.4% |
| 30D | +28.3% | +3.8% | +24.6% | +28.1% |
| 3M | +48.7% | -19.9% | +68.6% | +50.0% |
| 6M | +71.9% | -12.1% | +84.0% | +72.0% |
| YTD | +138.7% | -14.1% | +152.7% | +138.6% |
| 1Y | +148.5% | +15.9% | +132.6% | +143.7% |
| 3Y | +192.7% | +417.8% | -225.2% | +149.4% |
| 5Y | +601.6% | +259.3% | +342.3% | +542.6% |
| All | +601.6% | +255.2% | +346.4% | +542.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling