+474.7%
VRTX vs ECHO
+139.8%
+334.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.0% | +3.2% | -0.6% |
| 7D | 0.0% | +9.1% | -9.1% | -0.5% |
| 30D | +11.8% | +7.2% | +4.7% | +11.3% |
| 3M | +3.2% | +6.1% | -2.9% | +2.7% |
| 6M | +21.0% | -24.2% | +45.2% | +22.4% |
| YTD | +19.7% | -9.7% | +29.4% | +19.5% |
| 1Y | +25.0% | +40.9% | -16.0% | +21.5% |
| 3Y | +45.2% | +883.3% | -838.0% | +10.0% |
| 5Y | +189.7% | +224.2% | -34.5% | +157.9% |
| All | +474.7% | +139.8% | +334.9% | +473.9% |
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