+442.9%
ECHO vs VCLT
+103.4%
+339.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +3.4% | -0.5% | +3.9% | +3.5% |
| 30D | +2.4% | -0.9% | +3.2% | +2.5% |
| 3M | -28.0% | -3.2% | -24.7% | -27.6% |
| 6M | -21.2% | -3.8% | -17.4% | -20.8% |
| YTD | -17.4% | -2.0% | -15.4% | -17.1% |
| 1Y | +33.6% | -0.8% | +34.4% | +33.9% |
| 3Y | +419.7% | +12.3% | +407.4% | +415.1% |
| 5Y | +241.7% | -15.4% | +257.1% | +226.5% |
| 10Y | +180.8% | +15.7% | +165.0% | +192.4% |
| All | +442.9% | +103.4% | +339.5% | +682.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling