+442.9%
ECHO vs VCIT
+98.3%
+344.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +3.4% | -0.3% | +3.8% | +3.6% |
| 30D | +2.4% | -0.8% | +3.1% | +2.8% |
| 3M | -28.0% | -1.0% | -26.9% | -27.5% |
| 6M | -21.2% | -1.8% | -19.4% | -20.4% |
| YTD | -17.4% | -0.7% | -16.7% | -17.0% |
| 1Y | +33.6% | +1.0% | +32.6% | +33.4% |
| 3Y | +419.7% | +18.8% | +400.8% | +389.9% |
| 5Y | +241.7% | +3.5% | +238.2% | +217.9% |
| 10Y | +180.8% | +29.2% | +151.5% | +174.6% |
| All | +442.9% | +98.3% | +344.7% | +565.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling