+407.1%
ECHO vs VCIT
+19.1%
+388.0%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +3.4% | -0.3% | +3.8% | +4.2% |
| 30D | +2.4% | -0.8% | +3.1% | +4.1% |
| 3M | -28.0% | -1.0% | -26.9% | -26.1% |
| 6M | -21.2% | -1.8% | -19.4% | -17.8% |
| YTD | -17.4% | -0.7% | -16.7% | -15.6% |
| 1Y | +33.6% | +1.0% | +32.6% | +32.1% |
| All | +407.1% | +19.1% | +388.0% | +239.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling