+635.3%
VST vs ECHO
+288.7%
+346.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.9% | -5.0% | -2.4% |
| 7D | -6.0% | +2.2% | -8.2% | -6.2% |
| 30D | -18.8% | +9.8% | -28.6% | -19.5% |
| 3M | -8.0% | +16.8% | -24.9% | -9.4% |
| 6M | -10.9% | -18.1% | +7.2% | -9.7% |
| YTD | -18.3% | -4.2% | -14.2% | -18.7% |
| 1Y | -29.9% | +41.2% | -71.2% | -32.7% |
| 3Y | +290.3% | +943.7% | -653.4% | +190.2% |
| 5Y | +635.3% | +277.5% | +357.8% | +525.2% |
| All | +635.3% | +288.7% | +346.6% | +525.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling