+9.3%
ECHO vs VFC
-15.2%
+24.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | -0.1% | -1.8% |
| 7D | +5.3% | -2.3% | +7.7% | +5.8% |
| 30D | +2.4% | -13.4% | +15.8% | +5.2% |
| 3M | -21.8% | -23.7% | +1.9% | -18.3% |
| 6M | -16.9% | -24.5% | +7.5% | -13.2% |
| YTD | -16.0% | -27.8% | +11.9% | -11.8% |
| 1Y | +9.3% | -13.5% | +22.7% | +9.6% |
| All | +9.3% | -15.2% | +24.5% | +9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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