+159.8%
ECHO vs VCIT
+30.3%
+129.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.7% | +3.6% | +3.5% |
| 7D | +2.2% | +0.1% | +2.1% | +2.0% |
| 30D | +9.8% | +1.1% | +8.7% | +8.6% |
| 3M | +16.8% | -1.4% | +18.2% | +18.0% |
| 6M | -18.1% | -2.3% | -15.8% | -16.4% |
| YTD | -4.2% | -1.8% | -2.4% | -2.5% |
| 1Y | +41.2% | -1.0% | +42.2% | +42.8% |
| 3Y | +943.7% | +19.3% | +924.4% | +831.5% |
| 5Y | +277.5% | +3.8% | +273.7% | +246.6% |
| 10Y | +159.8% | +30.6% | +129.2% | +155.7% |
| All | +159.8% | +30.3% | +129.5% | +155.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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