+297.5%
VST vs ECHO
+842.2%
-544.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +6.9% | +0.4% | +6.6% |
| 7D | -0.5% | +3.0% | -3.5% | -0.7% |
| 30D | -17.1% | +6.7% | -23.8% | -17.5% |
| 3M | -4.6% | +12.4% | -17.0% | -5.5% |
| 6M | -9.1% | -20.4% | +11.4% | -7.7% |
| YTD | -16.6% | -6.9% | -9.7% | -16.7% |
| 1Y | -29.5% | +37.7% | -67.2% | -31.7% |
| 3Y | +297.5% | +902.9% | -605.3% | +233.0% |
| All | +297.5% | +842.2% | -544.6% | +233.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling