+2,259.0%
VRTX vs ECHO
+216.6%
+2,042.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | +0.8% | +3.4% | -2.6% | +0.4% |
| 30D | +12.6% | +2.4% | +10.3% | +12.2% |
| 3M | +23.6% | -28.0% | +51.6% | +28.4% |
| 6M | +14.3% | -21.2% | +35.5% | +16.6% |
| YTD | +20.5% | -17.4% | +37.8% | +21.7% |
| 1Y | +37.6% | +33.6% | +4.0% | +29.2% |
| 3Y | +55.5% | +419.7% | -364.1% | -1.3% |
| 5Y | +175.7% | +241.7% | -66.0% | +89.2% |
| 10Y | +474.2% | +180.8% | +293.4% | +289.4% |
| All | +2,259.0% | +216.6% | +2,042.4% | +1,162.3% |
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