+65.5%
VZ vs ECHO
+168.8%
-103.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.9% | -6.1% | +0.6% |
| 7D | +2.2% | +3.0% | -0.8% | +2.1% |
| 30D | +10.6% | +6.7% | +3.9% | +10.3% |
| 3M | -0.6% | +12.4% | -13.0% | -1.1% |
| 6M | +0.7% | -20.4% | +21.2% | +1.3% |
| YTD | +20.6% | -6.9% | +27.5% | +20.2% |
| 1Y | +22.7% | +37.7% | -15.0% | +20.2% |
| 3Y | +57.2% | +902.9% | -845.6% | +26.5% |
| 5Y | +21.4% | +275.3% | -254.0% | +7.7% |
| 10Y | +65.5% | +159.0% | -93.5% | +63.7% |
| All | +65.5% | +168.8% | -103.3% | +63.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling