+769.3%
VST vs ECHO
+242.1%
+527.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.5% |
| 7D | +8.9% | +3.4% | +5.5% | +8.6% |
| 30D | +6.2% | +2.4% | +3.8% | +6.0% |
| 3M | -2.7% | -28.0% | +25.2% | 0.0% |
| 6M | -8.4% | -21.2% | +12.9% | -6.9% |
| YTD | -7.2% | -17.4% | +10.2% | -6.3% |
| 1Y | -20.9% | +33.6% | -54.5% | -23.9% |
| 3Y | +384.0% | +419.7% | -35.7% | +288.3% |
| All | +769.3% | +242.1% | +527.3% | +642.8% |
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