+139.0%
VRT vs ECHO
+14.6%
+124.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.0% | -0.4% | +2.8% |
| 7D | +13.6% | +8.6% | +5.0% | +11.7% |
| 30D | +6.8% | +3.8% | +3.0% | +6.0% |
| 3M | -3.2% | -19.9% | +16.7% | -0.7% |
| 6M | +20.3% | -12.1% | +32.4% | +21.0% |
| YTD | +79.6% | -14.1% | +93.7% | +77.8% |
| 1Y | +139.0% | +15.9% | +123.1% | +118.4% |
| All | +139.0% | +14.6% | +124.4% | +118.4% |
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