+192.5%
ECHO vs VCLT
+17.1%
+175.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +3.7% | -1.4% | +5.1% | +4.3% |
| 30D | +0.7% | -1.2% | +1.9% | +1.1% |
| 3M | -27.3% | -4.8% | -22.5% | -25.9% |
| 6M | -17.0% | -2.6% | -14.4% | -16.0% |
| YTD | -14.3% | -3.3% | -11.0% | -13.1% |
| 1Y | +20.9% | -4.8% | +25.7% | +23.3% |
| 3Y | +423.0% | +11.5% | +411.4% | +406.7% |
| 5Y | +265.7% | -17.0% | +282.7% | +267.1% |
| All | +192.5% | +17.1% | +175.4% | +201.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 10y: compounded portfolio wealth divided by compounded VCLT 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…
10y analysis · Full analysis span regression · 6 months rolling