+33.6%
ECHO vs VG
+14.1%
+19.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | +3.4% | +1.7% | +1.7% | +3.4% |
| 30D | +2.4% | +16.0% | -13.7% | +2.3% |
| 3M | -28.0% | +9.7% | -37.7% | -28.0% |
| 6M | -21.2% | +29.6% | -50.8% | -23.0% |
| YTD | -17.4% | +112.0% | -129.4% | -24.2% |
| 1Y | +33.6% | +12.8% | +20.8% | +38.1% |
| All | +33.6% | +14.1% | +19.5% | +38.1% |
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