+277.5%
ECHO vs VCIT
+3.3%
+274.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.7% | +3.6% | +3.8% |
| 7D | +2.2% | +0.1% | +2.1% | +1.9% |
| 30D | +9.8% | +1.1% | +8.7% | +8.0% |
| 3M | +16.8% | -1.4% | +18.2% | +18.7% |
| 6M | -18.1% | -2.3% | -15.8% | -15.5% |
| YTD | -4.2% | -1.8% | -2.4% | -1.6% |
| 1Y | +41.2% | -1.0% | +42.2% | +43.6% |
| 3Y | +943.7% | +19.3% | +924.4% | +766.8% |
| 5Y | +277.5% | +3.8% | +273.7% | +161.9% |
| All | +277.5% | +3.3% | +274.2% | +161.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling