+230.7%
VZ vs ECHO
+216.6%
+14.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +0.1% | +3.4% | -3.3% | -0.2% |
| 30D | +7.9% | +2.4% | +5.5% | +7.7% |
| 3M | +13.6% | -28.0% | +41.6% | +16.1% |
| 6M | +1.1% | -21.2% | +22.3% | +2.2% |
| YTD | +29.3% | -17.4% | +46.7% | +29.8% |
| 1Y | +21.2% | +33.6% | -12.3% | +16.4% |
| 3Y | +75.9% | +419.7% | -343.8% | +34.0% |
| 5Y | +24.1% | +241.7% | -217.6% | -1.0% |
| 10Y | +62.4% | +180.8% | -118.4% | +28.5% |
| All | +230.7% | +216.6% | +14.1% | +130.8% |
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 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