+1,740.6%
VRT vs ECHO
+164.0%
+1,576.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.2% | -1.8% | +2.4% |
| 7D | -21.4% | -2.4% | -19.0% | -20.7% |
| 30D | -25.8% | -3.1% | -22.7% | -25.0% |
| 3M | -33.5% | +8.7% | -42.3% | -34.3% |
| 6M | -49.0% | -24.8% | -24.3% | -46.4% |
| YTD | +12.9% | -13.0% | +25.9% | +14.6% |
| 1Y | 0.0% | +33.9% | -33.9% | -6.9% |
| 3Y | +361.8% | +791.8% | -430.0% | +128.0% |
| 5Y | +565.1% | +261.7% | +303.4% | +337.2% |
| All | +1,740.6% | +164.0% | +1,576.6% | +1,163.4% |
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 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