+412.3%
ECHO vs VFC
-24.8%
+437.1%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.3% | -0.7% |
| 7D | +3.4% | -1.6% | +5.0% | +3.9% |
| 30D | +2.4% | -11.6% | +14.0% | +6.2% |
| 3M | -28.0% | -18.1% | -9.9% | -24.2% |
| 6M | -21.2% | -27.4% | +6.1% | -14.5% |
| YTD | -17.4% | -24.8% | +7.4% | -12.0% |
| 1Y | +33.6% | -8.2% | +41.8% | +31.8% |
| All | +412.3% | -24.8% | +437.1% | +395.0% |
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