+907.5%
ECHO vs VFC
+45.3%
+862.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.0% | -1.0% | -3.0% |
| 7D | +9.1% | -1.4% | +10.6% | +9.7% |
| 30D | +7.2% | +24.6% | -17.5% | -0.3% |
| 3M | +6.1% | +38.4% | -32.4% | -4.9% |
| 6M | -24.2% | +15.3% | -39.4% | -28.7% |
| YTD | -9.7% | +12.7% | -22.5% | -15.6% |
| 1Y | +40.9% | +32.7% | +8.3% | +24.0% |
| All | +907.5% | +45.3% | +862.2% | +706.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling