+192.5%
ECHO vs SCHG
+459.0%
-266.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +0.8% |
| 7D | +3.7% | -1.0% | +4.8% | +4.5% |
| 30D | +0.7% | -1.3% | +2.0% | +1.6% |
| 3M | -27.3% | +5.4% | -32.7% | -29.8% |
| 6M | -17.0% | +14.4% | -31.4% | -24.0% |
| YTD | -14.3% | +8.0% | -22.3% | -18.4% |
| 1Y | +20.9% | +12.7% | +8.2% | +11.7% |
| 3Y | +423.0% | +85.6% | +337.4% | +252.9% |
| 5Y | +265.7% | +85.5% | +180.2% | +140.8% |
| All | +192.5% | +459.0% | -266.5% | -19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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