+206.0%
VZ vs ECHO
+233.6%
-27.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.1% | +3.0% | -0.8% |
| 7D | +2.1% | -2.4% | +4.5% | +2.3% |
| 30D | +1.4% | -3.1% | +4.5% | +1.5% |
| 3M | -1.3% | +8.7% | -10.0% | -2.1% |
| 6M | -0.5% | -24.8% | +24.2% | +0.9% |
| YTD | +19.6% | -13.0% | +32.6% | +19.4% |
| 1Y | +22.4% | +33.9% | -11.6% | +17.7% |
| 3Y | +55.9% | +791.8% | -735.9% | +10.8% |
| 5Y | +20.4% | +261.7% | -241.3% | -4.4% |
| 10Y | +66.9% | +157.3% | -90.4% | +35.0% |
| All | +206.0% | +233.6% | -27.6% | +112.3% |
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