+1,002.6%
VST vs ECHO
+166.3%
+836.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -4.1% | +7.8% | +4.3% |
| 7D | -9.8% | -2.4% | -7.4% | -9.5% |
| 30D | -25.1% | -3.1% | -22.0% | -24.8% |
| 3M | -11.6% | +8.7% | -20.3% | -12.6% |
| 6M | -20.9% | -24.8% | +3.8% | -18.2% |
| YTD | -22.3% | -13.0% | -9.3% | -21.8% |
| 1Y | -32.0% | +33.9% | -65.9% | -35.9% |
| 3Y | +262.4% | +791.8% | -529.4% | +114.9% |
| 5Y | +563.4% | +261.7% | +301.7% | +376.9% |
| 10Y | +1,120.7% | +157.3% | +963.4% | +808.8% |
| All | +1,002.6% | +166.3% | +836.2% | +716.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling