+496.3%
ECHO vs VCIT
+96.2%
+400.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.6% | -3.9% | -3.5% |
| 7D | +4.6% | +0.4% | +4.1% | +4.3% |
| 30D | +0.4% | +2.2% | -1.8% | -0.7% |
| 3M | +7.7% | -1.8% | +9.5% | +8.6% |
| 6M | -18.0% | -1.6% | -16.4% | -17.3% |
| YTD | -9.3% | -1.7% | -7.5% | -8.4% |
| 1Y | +34.2% | -0.8% | +35.1% | +35.1% |
| 3Y | +538.7% | +19.3% | +519.4% | +503.7% |
| 5Y | +279.9% | +3.5% | +276.4% | +255.3% |
| 10Y | +168.2% | +28.6% | +139.6% | +164.1% |
| All | +496.3% | +96.2% | +400.1% | +634.8% |
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 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