+278.6%
ECHO vs VEU
+133.1%
+145.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +2.0% |
| 7D | +5.7% | +2.1% | +3.6% | +4.1% |
| 30D | +13.8% | -0.9% | +14.7% | +14.9% |
| 3M | +9.1% | -5.4% | +14.5% | +14.2% |
| 6M | -24.9% | -1.8% | -23.2% | -23.4% |
| YTD | -8.0% | +10.9% | -18.9% | -14.2% |
| 1Y | +42.9% | +13.6% | +29.3% | +31.0% |
| 3Y | +926.7% | +69.3% | +857.4% | +614.6% |
| 5Y | +230.4% | +48.1% | +182.3% | +153.4% |
| 10Y | +145.9% | +148.0% | -2.1% | +36.0% |
| All | +278.6% | +133.1% | +145.6% | +82.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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