+240.0%
ECHO vs VFC
+38.5%
+201.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.3% | -0.8% |
| 7D | +3.4% | -1.6% | +5.0% | +4.0% |
| 30D | +2.4% | -11.6% | +14.0% | +6.6% |
| 3M | -28.0% | -18.1% | -9.9% | -23.7% |
| 6M | -21.2% | -27.4% | +6.1% | -13.7% |
| YTD | -17.4% | -24.8% | +7.4% | -11.3% |
| 1Y | +33.6% | -8.2% | +41.8% | +31.8% |
| 3Y | +419.7% | -29.1% | +448.8% | +398.7% |
| 5Y | +241.7% | -79.2% | +320.9% | +399.2% |
| 10Y | +180.8% | -68.1% | +248.9% | +223.7% |
| All | +240.0% | +38.5% | +201.5% | +115.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling