+902.9%
ECHO vs VCIT
+19.6%
+883.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +0.1% | +6.9% | +6.8% |
| 7D | +3.0% | +0.7% | +2.3% | +1.6% |
| 30D | +6.7% | +1.8% | +4.9% | +2.9% |
| 3M | +12.4% | -1.1% | +13.5% | +14.8% |
| 6M | -20.4% | -1.7% | -18.7% | -17.6% |
| YTD | -6.9% | -1.1% | -5.8% | -4.3% |
| 1Y | +37.7% | -0.4% | +38.1% | +39.9% |
| 3Y | +902.9% | +20.5% | +882.4% | +630.5% |
| All | +902.9% | +19.6% | +883.3% | +630.5% |
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