+504.6%
ECHO vs VCLT
+98.6%
+406.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.0% |
| 7D | +5.7% | -2.3% | +7.9% | +6.0% |
| 30D | +13.8% | +0.8% | +13.1% | +13.6% |
| 3M | +9.1% | -2.7% | +11.7% | +9.5% |
| 6M | -24.9% | -4.3% | -20.6% | -24.5% |
| YTD | -8.0% | -4.3% | -3.7% | -7.4% |
| 1Y | +42.9% | -4.4% | +47.3% | +43.8% |
| 3Y | +926.7% | +13.8% | +912.9% | +921.5% |
| 5Y | +230.4% | -17.0% | +247.3% | +216.8% |
| 10Y | +145.9% | +20.9% | +124.9% | +165.6% |
| All | +504.6% | +98.6% | +406.0% | +774.5% |
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