+1,855.0%
VRT vs ECHO
+190.6%
+1,664.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.9% | -6.1% | -3.7% |
| 7D | -17.7% | +2.2% | -19.9% | -17.8% |
| 30D | -20.0% | +9.8% | -29.8% | -21.1% |
| 3M | -28.1% | +16.8% | -44.9% | -29.9% |
| 6M | -42.8% | -18.1% | -24.8% | -40.9% |
| YTD | +20.0% | -4.2% | +24.1% | +19.3% |
| 1Y | +3.5% | +41.2% | -37.7% | -4.7% |
| 3Y | +366.1% | +943.7% | -577.6% | +121.1% |
| 5Y | +632.2% | +277.5% | +354.6% | +381.1% |
| All | +1,855.0% | +190.6% | +1,664.4% | +1,216.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling