+253.7%
ECHO vs ITOT
+617.8%
-364.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.6% | +4.6% | +4.5% |
| 7D | +8.6% | +0.7% | +7.9% | +7.9% |
| 30D | +3.8% | -1.1% | +4.9% | +4.8% |
| 3M | -19.9% | +3.9% | -23.8% | -22.3% |
| 6M | -12.1% | +14.7% | -26.8% | -21.7% |
| YTD | -14.1% | +13.3% | -27.4% | -22.6% |
| 1Y | +15.9% | +19.1% | -3.3% | -0.1% |
| 3Y | +417.8% | +77.3% | +340.5% | +224.8% |
| 5Y | +259.3% | +74.1% | +185.2% | +126.8% |
| 10Y | +192.7% | +293.1% | -100.4% | -5.7% |
| All | +253.7% | +617.8% | -364.1% | -35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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