+34.2%
ECHO vs VG
+47.2%
-13.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -7.7% | +4.4% | -3.4% |
| 7D | +4.6% | -16.4% | +21.0% | +4.2% |
| 30D | +0.4% | -10.8% | +11.2% | +0.2% |
| 3M | +7.7% | -6.3% | +14.0% | +7.7% |
| 6M | -18.0% | -12.5% | -5.5% | -17.9% |
| YTD | -9.3% | +76.9% | -86.2% | -9.8% |
| 1Y | +34.2% | +51.8% | -17.6% | +35.6% |
| All | +34.2% | +47.2% | -13.0% | +35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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