+15.0%
ECHO vs VCLT
-3.8%
+18.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.7% | +1.8% |
| 7D | +2.3% | -1.3% | +3.6% | +3.7% |
| 30D | +4.4% | -1.1% | +5.5% | +5.6% |
| 3M | -20.3% | -3.7% | -16.6% | -17.0% |
| 6M | -15.3% | -4.0% | -11.3% | -12.1% |
| YTD | -15.5% | -3.4% | -12.1% | -11.5% |
| 1Y | +15.0% | -4.1% | +19.1% | +21.0% |
| All | +15.0% | -3.8% | +18.8% | +21.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling