+296.7%
VST vs ECHO
+900.0%
-603.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.0% | -1.3% |
| 7D | +6.6% | +5.7% | +0.9% | +6.0% |
| 30D | -12.4% | +13.8% | -26.2% | -13.3% |
| 3M | -9.0% | +9.1% | -18.1% | -9.7% |
| 6M | -6.4% | -24.9% | +18.5% | -4.6% |
| YTD | -17.2% | -8.0% | -9.2% | -17.2% |
| 1Y | -22.0% | +42.9% | -64.9% | -24.7% |
| 3Y | +296.7% | +926.7% | -630.0% | +234.4% |
| All | +296.7% | +900.0% | -603.3% | +234.4% |
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 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