+151.3%
ECHO vs VCIT
+30.4%
+120.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | +3.6% | -0.5% | +4.1% | +4.0% |
| 30D | +7.5% | +1.0% | +6.4% | +6.4% |
| 3M | +16.2% | -1.4% | +17.6% | +17.4% |
| 6M | -20.9% | -2.1% | -18.8% | -19.4% |
| YTD | -6.0% | -1.8% | -4.2% | -4.4% |
| 1Y | +43.4% | -1.4% | +44.7% | +45.4% |
| 3Y | +924.0% | +19.3% | +904.8% | +813.7% |
| 5Y | +249.6% | +4.1% | +245.5% | +220.7% |
| 10Y | +151.3% | +30.9% | +120.3% | +147.8% |
| All | +151.3% | +30.4% | +120.9% | +147.8% |
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