+2,826.7%
VRT vs ECHO
+160.6%
+2,666.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.0% | -0.4% | +2.9% |
| 7D | +13.6% | +8.6% | +5.0% | +11.9% |
| 30D | +6.8% | +3.8% | +3.0% | +6.1% |
| 3M | -3.2% | -19.9% | +16.7% | +0.4% |
| 6M | +20.3% | -12.1% | +32.4% | +22.1% |
| YTD | +79.6% | -14.1% | +93.7% | +81.8% |
| 1Y | +139.0% | +15.9% | +123.1% | +127.5% |
| 3Y | +644.6% | +417.8% | +226.8% | +331.9% |
| 5Y | +1,024.4% | +259.3% | +765.0% | +634.0% |
| All | +2,826.7% | +160.6% | +2,666.1% | +1,905.0% |
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