+242.1%
ECHO vs VG
-51.4%
+293.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.9% | -0.1% | -4.0% |
| 7D | -2.4% | -22.0% | +19.6% | -2.1% |
| 30D | -3.1% | -11.6% | +8.5% | -3.0% |
| 3M | +8.7% | -14.9% | +23.6% | +8.9% |
| 6M | -24.8% | -3.5% | -21.2% | -24.8% |
| YTD | -13.0% | +70.0% | -82.9% | -15.8% |
| 1Y | +33.9% | +50.0% | -16.1% | +30.3% |
| All | +242.1% | -51.4% | +293.4% | +241.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling