+276.6%
ECHO vs VG
-49.4%
+326.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.7% | +1.2% | +2.9% |
| 7D | +2.2% | -7.7% | +9.9% | +2.3% |
| 30D | +9.8% | -8.8% | +18.6% | +10.0% |
| 3M | +16.8% | -15.6% | +32.5% | +17.0% |
| 6M | -18.1% | +5.2% | -23.3% | -18.3% |
| YTD | -4.2% | +76.9% | -81.1% | -7.4% |
| 1Y | +41.2% | +42.5% | -1.3% | +38.0% |
| All | +276.6% | -49.4% | +326.0% | +276.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling