+588.9%
VST vs ECHO
+260.3%
+328.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -4.1% | +7.8% | +4.2% |
| 7D | -9.8% | -2.4% | -7.4% | -9.6% |
| 30D | -25.1% | -3.1% | -22.0% | -24.9% |
| 3M | -11.6% | +8.7% | -20.3% | -12.3% |
| 6M | -20.9% | -24.8% | +3.8% | -19.2% |
| YTD | -22.3% | -13.0% | -9.3% | -21.9% |
| 1Y | -32.0% | +33.9% | -65.9% | -34.4% |
| 3Y | +262.4% | +791.8% | -529.4% | +174.8% |
| All | +588.9% | +260.3% | +328.6% | +482.7% |
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